Presumably, you mean when you are trying to open attachments, rather than the e-mails themselves? If so, you need to check the extension of the attachment (the three characters after the fullstop) and post back. It's not asking you to create a folder, but a "file association". A file association is an entry in a list that tells Windows which Windows which program to use to open a file of a particular type. But you can't tell windows which program to use unless you already have that information! If you post back here the file extension, I or someone else can then explain what you need to do next.