You cannot save an attachment for emails that were sent with the PEC system. (PEC is the Italian acronym for Certified E-Mail System: Posta elettronica certificata)
Symptoms
With Microsoft Office Oulook 2007 trying to save an attachment inside such a certified email fails with an error: "Impossible to save the attachment"
The error is not specific to any file format and can happen with files attached as .xls or .pdf files, for example.
"Impossibile salvare il file" (Impossible to save the attachment)
The issue can be caused by using PEC, an Italy specific and not internationally certified email standard.
Disabling the Outlook Auto-Protect plugin resolves the issue
References
it.wikipedia.org/wiki/Posta_elettronica_certificata
Possible Workaround:
Once you forward the PEC certified email, it is possible to open the attachment by clicking on the eml file.