I found out yesterday that a co-worker of mine wasn't aware of some of the nifty things you can do when receiving a file in a Sametime chat. I imagine that might be true for others, as well, so here's a quick note about some mini-features you can use.
1. You can choose another location for the file before you receive it:
2. You can copy the location of the received file and then use the location to open the file in another program (using File - Open):