There is a known bug in Outlook 2000 Service Pack 3 that erroneously causes this error message to occur. When you click the Save it to Disk option in the Opening Mail Attachment dialog box, you receive an error: "Outlook cannot save the URL to a file. Can't find this file. Make sure the path and file name are correct."
To resolve this error, you'll need to contact Microsoft Product Support Services and obtain a hotfix, or simply wait for Service Pack 4. If your issue is pressing and you can't wait for the service pack, see Microsoft Knowledge Base article 810646 for details on this issue and how to obtain the hotfix.
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