I have been seeing this message on and off with attachments for some time now in outlook:
Can’t Create file: VoiceMessage.wav. Right-Click the folder you want to create the file in, and then click properties on the shortcut menu to check your permissions for the folder
In my case the person having the problem was trying to bring up Word Document located in an Exchange shared public folder. It looked like a duplicate file problem but a file search did not show up any duplicates. I even told it to search through hidden files and folders. So I went to the Internet and found the solution you can read by following the link below. Lo and behold we had a 100 copies in the OutlookSecureTempFolder. You can find the folder location by looking in:
HKEY_CURRENT_USER\Software\Microsoft\Office\11.0\Outlook\Security