To add a shortcut to a local or network folder, bring up Windows Explorer and drag & drop the desired folder onto any bar of the Shortcut Bar. Alternatively, the File -> New -> Outlook Bar Shortcut dialog can be used to add the folder to the Outlook Bar. Once the folder is on the Outlook Bar, any attachment can be easily dragged & dropped into the folder. The new shortcut provides the additional convenience of quick navigation to that folder from within the Outlook environment.
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In the Registry, go to HKEY_CURRENT_USER\Software\Microsoft\Office\version \Outlook\Security (the version section will vary with the version of Office installed). Add or edit the value OutlookSecureTempFolder, entering the preferred location for the attachments, such as C:\Attachments.
Launch REGEDIT from the Start menu's Run dialog. Navigate to the specified key; the version is 9.0 for Outlook 2000, 10.0 for Outlook 2002 or XP, and 11.0 for Outlook 2003. If the OutlookSecureTempFolder value is not present in the right-hand pane, right-click in that pane and choose New | String value, then name the new value OutlookSecureTempFolder. Double-click on the value and enter the desired path; be sure to end it with a trailing backslash. Finally, restart Outlook. From now on, Outlook will use this path to store temporary copies of attachments you open.