Sometimes you wish working with attachments in Outlook was easier! I specially desist the situation where somebody sends me an email with lots of emails as .msg attachments, each one in turn containing further attachments; I have to open up and save each message separately!
I have tried but have never given enough time to automate MS Office but I could tell that somebody else would have faced similar problems, and created a solution. Some time spent on Google resulted in discovery of a 30-days trial version of Outlook Attachment Sniffer, developed by a German company. It's a real gem!