Extract an animated .gif from Outlook

A buddy sent me an e-mail (Outlook) that has an embedded animated .gif. If I right Click and Save Picture, it saves only the first frame. If I select copy and open it in Photoshop, again I only get the first frame. I looked at the source, and it's clearly a .gif but I don't know how to extract the file from the body of the e-mail (not an attachment.) Any ideas?

Belay my last.

I sent it to my non-outlook account then was able to save it.

Cool! I was going to suggest finding where it saved the temp files and copying it from there, but I don't know exactly where Outlook stores temp material.