Generally speaking, you don't save the attachments on the desktop. You can create a personal data folder (eventually subfolders) and save the attachments there.
Double click the message, right click the attachemet's file, select Save As. ON the upper side, select in Save In the target folder. Close OE, reopen it. Try another attachment and see if the folder path is retained.
Trying to unweave, unwind, unravel
And piece together the past and the future,
T. S. Eliot
How do I set outlook express to save my attachments to my desktop.
I always have to browse first then select desktop and then save to every attachment I want to view.