Windows Users- Right-click on the message you are wanting to save to your computer. When the menu appears, choose "Save Target As..." (Internet Explorer) or "Save Link As..." (Firefox). This will allow you to rename the file and choose the location you would like to save it in.

Mac Users- Control-click on the message you are wanting to save to your computer. When the menu appears, choose "Download Linked File As..." (Safari) or "Save Link As..." (Firefox). This will allow you to rename the file and choose the location you would like to save it in.