Caution: since you cannot undo removing attachments, we recommend that you do it after opening it its own window - this will give you the option to cancel the changes before closing.
Double-click on the message to open it in its own window (or hit Enter when it is highlighted in the folder listing). To keep a copy of some / all attached files, right-click on any of them and choose "Save All Attachments" (or choose "Save As" and repeat to selectively keep copies).