Automator for Saving Attachments
It is possible to do this with Services and Automator.

Open Automator and choose to create a Service.

Now add the action "Download URLs" which downloads a URL in Safari. You can now specify the folder  the file will be saved.

Set the service to receive URLs in any application and save it. It will look like this :-



Now when you select a URL in your browser you can right click to get the context menu and under "Services" you will see your new Automator service.

You can even set a keyboard shortcut for it in the Keyboard System Preferences. Once you do that just select the URL and kit the keyboard shortcut.