Can't open Forwarded Attachments?

So I have one user here that can not open an attachment that has been forwarded. So, if he was sent a file (any type) that is placed in the email, it opens. But, if the sender had forwarded the attachment (so you have to open an email IN an email) outlook says "can't find file" and instead of the little envelope icon for the attached email, it gets the little Windows generic icon. Anyone know what is causing this? We run an exchange server and OutLook 2003. Any help would be great!

Darren