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Hi there and welcome
What you need to do is save them to the computer so Picasa can add them
Go through the emails and then choose to save the attachments.
Once you have done this for all the photos you want to use, you can then import them in Picasa as they are now stored on your computer correctly.
You can import them using the import tool like you do for any photos you add.
Let me know how you go please.