Simply drag and drop your image to desktop. now it will be ask you to save it before you add it to your active desktop.
select yes and save it.
then it will be ask you, if you would like to add it now.
select no.
other option for you to use "Outlook picture extractor" from
www.ope2000.com/product/ope/index.html
but it is not free. if you like, you can purchase it.
Good wishes.