where does a downloaded attachment go?


I am using Windows 7 ultimate OS on my computer. When I try to download an attachment that is sent in my email by clicking "Save to Computer", I double-click on the document, new window appears that it has been scanned with Norton AV, it says scanning complete...I click 'OK' and then....nothing. The green bar at the bottom of my screen shows its doing something but I have no idea where on my computer it is being saved to. Everything is up-to-date on my system. A separate window asking me to 'open', 'save', 'cancel' does not open. Any ideas, anyone?