I had to try this so I emailed myself a worksheet. When I got it on my droid there was a "preview" button which I used and Sheet to Go opened the attachment. From the docs to go program I was able to save the worksheet. I saw no way to save the attachment from within the email itself. This was a Gmail account I used.
The Preview button is also available in the regular EMAIL APP if you scroll down to the bottom of the message. Click Preview, and a box opens for you to select SPREADSHEET VIEWER (DOCS TO GO), and it downloads and opens it right up.
From there you can save the file on your SDCard as stated in the message above.
I guess the long press only works on pictures that are embedded in the message.