How do I open file from internet?

Normally when downloading a file (that was sent to me as an attachment in an e-mail) I get a prompt asking if I want to save the file, or open it straight to an application. And then there is a little check-box that asks if I want to make it do this every time. This time I chose to save it to my computer rather then open it upon downloading, and now I no longer get that prompt as to whether I want to save it or open it in an application. Now it just saves it every time with no option to open it as well.

How do I get that prompt back? I've searched on the internet and can't find my answer. It's frustrating that something so simple can evade me.

I'm using Lion.

Which email client are you using? Mail doesn't have a dialog with a checkbox but I believe Thunderbird might. If it is Thunderbird you're using, go to Thunderbird > Preferences > Attachments > make sure "Always ask me where to save files" is selected.