Well, don't know Microsoft Office 365, but since this is an online service, try this:

Save the document in your e-mail to your local computer first, then open the document within Microsoft Office 365 from where you saved it.

Sorry, but this doen't work

• What file format does the attachment have?
• How exactly do you open a PDF?

I thought that you were talking about MS Office files you want to open with Microsoft Office 365. Other formats most likely won't work.

The files are in Microsoft word/excel/publisher, in fact all microsoft files. This has only started to happen from about 2 weeks ago. I thought it had to be done through cloud, but not so as that doesn't work either.

Odd, when it worked before ...

You may try one of these, if applicable:

• Before you open the downloaded file right-click on it in Windows Explorer and select properties and click on unblock.
• Disable protected view in MS Office: see answer of MSFT Support here http://community.office365.com/en-us/f/158/t/210923.aspx