That's probably the only way. Have you tried an email client like Outlook Express, Outlook, or Thunderbird. These are real email clients.
Using Yahoo, Firefox, and WORD 2003 on an XP pc
--- I follow these steps in opening an
email attachment.
I
click the attachment icon.
I get
a message telling me the attachment has been virus checked and downloaded.
I goto
WORD and open the Downloads folder.
I
click on the attached file (at the top of the listing of files).
And,
finally, I see the attachment.
This procedure seems unusually
clunky. Isn't there a way I can view the attachment simply by double clicking
the attachment icon?
Thanks for your help.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic