This error appears when there is a problem with Outlook. Found the following link to MS that helped resolved the issue. Be sure to confirm the version of Outlook before following its steps.

1. Confirm version of Outlook
2. Create a backup of the registry (directions can be found in the link below)
3. Go to https://support.microsoft.com/en-us/help/305982/error-message-when-you-try-to-open-or-save-an-e-mail-attachment-in-outlook-cannot-create-file
4. Can NOT guarantee the Easy Fix, have only tried the steps listed at the bottom of the page