|I guess we have to assume that this "downloading" is from some email client-or-other. If that is the case, it sounds like the "download" never does complete, therefore, it is not at all surprising that you can't open it, or even find it! Pdf's and Jpg's are not the problem, but "downloading" using your present (unidentified) email client is, at least in the case of this particular email. If using OE, for example, and there is a virus being sent, the "download" may be getting caught by an AV, with the result that all subsequent emails can not be retrieved.|
Some clarity is needed. Have you, for instance, even tried using Webmail to look further into this problem?