Unless you are trying to save attachments you receive. In that case you must have an app on the iPad capable of reading the attachment. So if you wanted to save, say and ePub (an ebook format) you would need an app like iBooks, or maybe Stanza (since you mentioned it).
When you receive the attachment in Mail, it will either be viewed inline in the body of the email, or appear as an icon surrounded by a solid or dashed gray line. In the case of the first and second you tap and hold on the attachment until you get a popup menu with the Open In... option. Select the app you want the file copied to, then you can open that app to read/access the file.
If the icon has a dashed line you will need to tap on it once to start it downloading (larger attachments to no download automatically). Once it finishes the dashed line turns solid and you can use the Open In... option as before.