Situation: Citrix XenApp 6.5 on 2008 R2 Standard, Outlook 2010, user can’t open / save any attachments from outlook.
Solution: On the Terminal Server, go to the following Directory:
C:\Users\%USER_NAME%\AppData\Local\Microsoft\Windows\Temporary Internet Files\Content.IE5
In this folder you’ll find various sub directories. Delete all of them and restart Outlook. You should be able to open / save files again.
I had this problem on two different infrastructures with two different users and it worked on both of them.