When an AutoCAD file is attached to an e-mail in MS Outlook, the recipient can double-click on the attachment to open the file.  You will be prompted to open the file as "read only".  The reason for this, is that Outlook has to place the file somewhere on the hard drive to open AutoCAD and the related file.  This becomes a hidden temporary file on your hard drive. 

To find the hidden location of these files, open the file from the e-mail by double-clicking and in the "Save As" dialogue box, look at the directory the file resides in.  Mine happens to be C:\Documents and Settings\Greg\Local Settings\Temporary Internet Files\OLKF0.  I have to manually type in the last hidden directory to see these files in a Windows Explorer window.  You should check this folder occasionally to delete these extra files.  Over time the directory can get quite large, especially if you are opening CAD files all the time.