This doesn't directly answer your question but a better practice these days is to actually use the cloud and avoid attachments: store the docs in SkyDrive and send a link instead. That sidesteps the download issue and allows editing in a browser with SD's web apps.
You can research how to save attachments directly to a cloud storage service but it seems to be a practice that's discouraged. There are browser extensions you can use for the best cloud service - Google Drive - but I don't think they work with Outlook.
This article talks about editing attachments but still requires a local copy (that gets deleted) to work:
http://www.slipstick.com/outlook/outlook-2010/edit-and-save-outlook-2010-attachments/