From: pcrxtex on
SYMPTOM:
This happens whether the default editor is HTML, Rich Text or Plain Text.
Any Email message that have Office documents (Word, PowerPoint, Excel, PDF's)
attached in the body of the message will not drag and drop or copy from the
message to the desktop as the intended file. Instead you are presented with
the following Active Desktop pop-up.

Active Desktop
In order to add this item to your Active Desktop, you need to save a copy
of the picture.
Do you want to continue?
Yes or No

--
Drew