I'm rather confused (partly because it's not clear whether you're using the iPad's Mail app or its browser and partly because ruddy Microsoft keep giving the same name, in this case 'Live Mail', to two entirely different things, such as an email ACCOUNT and an email CLIENT).
However my thoughts are as follows:
1. You should be able to solve your immediate problem by saving the attachment on your iPad and then attaching it to a fresh email which you send to yourself. Once you've done that, do NOT go to the Inbox on your iPad or you'll be back where you started! Instead access your mail via the PC to find the attachment.
2. To prevent the problem happening again, go into your email settings on your iPad and check that 'IMAP' is selected as the way of accessing your email. (I suspect that it's currently set to 'POP', or 'POP3', where the default action is to delete mail from the server as soon as you access it from a device).