Do you mean you saved the email or the attachment? In most email clients, you need to specify that it's the attachments you want to save, not the email message.
If you did save the attachment, and it wasn't registered to a particular program, the message you received will ask you to assign that type of file to a program. By default, if there is a file extension, it will use that program to open any file with that extension in the future.
Try right-clicking the file. In some versions of Windows, there is an 'Open With...' option. It will give you a list of programs on your system that may open your file. If you know it's a graphics file, look for 'Paint-Shop-Pro' in the list (if it's not there, click 'Choose Program' and select it from there).
If right-clicking doesn't give you that option, open Paint Shop Pro and try opening the file using the 'File > Open' menu item. To fix file associations, go to 'File > Preferences > File Format Associations'. You can select the graphics file format from there and reassociate it with Paint Shop Pro, which means double-clicking it will work again.