Whenever you receive email attachments in Mac Mail, you can either open them from their current location and close them when you are done, or save them as regular files on your hard drive. When you save file attachments, they can either be saved into a folder of your choice (this is when an inline Finder dialog appears, and lets you navigate through folders on Mac OS X), or you can save the attachment straight to the default download folder - unless you or someone else has changed it in Apple Mail, it is set by default to the Mac OS X "Downloads" folder (for quick access through the dock). But, as you'll learn in this tutorial, you can customize Mail to save attachments with a couple of clicks to another default download folder of your choice (which spares you from having to browse through alternate folders every time you need that file outside of Mail, and available from your computer).
This is how you customize the folder Mac Mail will use as save directory for attached files:


Tip: since Downloads is a system folder, Mac OS X will by default show it in the left pane in Finder. Should you decide to restore it as the default download location for email attachments, just select it on the left, no need to browse through your user directory to find it!