Where are the Attachments?

The decoded attachments are stored on your hard drive in the location specified in Tools - Global Options - Decoding. By default, the location is in Gravity's install directory (..\downloads). You can change this to another folder.
If you want to become a little more organized, you can set a decode directory for individual newsgroups in Newsgroup - Properties. This setting will override the global directory.
If you want to use another folder temporarily, use the "Decode To.." command instead of "Decode." You will have a choice of any folder.

Windows Vista Notes
With Gravity versions before 2.9, if Gravity is installed in Program files, the default download directory may be in Vista's Virtual Store.
"C:\Users\USER\AppData\Local\VirtualStore\Program Files\Gravity\Download"