Users get the message Internet Explorer cannot download file name from server. The file could not be written to the cache, when attempting to save an embedded message to the local machine.

Embedded messages sent by Outlook users cannot be opened in OWA when connecting view SSL. To access the embedded messages either ask the sender to resent the file as an attachment or disable the "Do not save encrypted pages to disk" option in Internet Explorer.

For more information refer to https://support.microsoft.com/kb/820845/en-us