In SPS 2003/WSS there are 2 things that do something similar to what you want,
but nothing that does it exactly.
1) Use a Document Workspace (what you are trying now)
2) Setup an Exchage Public Folder as the target of the email, and setup
SharePoint to pull the attachments from that Public Folder
In SPS 2007/WSS v3 (due end of 2006) the exact functionality you describe will
be available.