Which security software (firewall, anti-virus) do you have?
Make sure that your security software isn't blocking the attachments.

Boot the computer in Windows Safe Mode with network support (press F8 on the boot screen) as a test to see if that helps.

Not the most tech guy, so I was unable to open windows in safe mode. Tried safe mode with Firefox. I can not see anywhere where the anti virus software, is blocking. I was able to get on Internet Explorer. and when I hit the attachment, it said the same thing: scanning document, but I then got a pop up...would you like to open, answer yes. It did open that way. Why not the same thing on Firefox.

Does the attachment appear on the download panel? Normally an arrow on your toolbar will turn green when a download is completed. Or you can press Ctrl+j to open a list of all downloads (at least all the ones that haven't been removed from history). Any sign of them?

I did look there, no evidence it ever made it to the downloads

You can turn off Firefox's integration with Windows' attachment security feature. That's not ideal from the security perspective, but might resolve the issue in the short term until you uncover what's causing it. Check out this recent thread: Downloaded files instantly disappear on completion.