If you open (not save) a Word attachment in Windows Mail, then it will open the document up in Microsoft Word. This is saved somewhere, and you can edit the file and save it (i.e. no "save as" dialog appears). If you then close Word without explicitly saving the file somewhere, how do you then find the edited file? (Assuming that it can be found, and isn't automatically deleted).

Windows Search does not find the file (presumably because it's in the folders that are excluded from search).