I think you should rename your Subject: saving it is easy;
what's hard is figuring out how to use it once it's saved.
The best way to get around it that I could find is to
use File Find and then drag it to an IE window.
I tried to get around it by encoding the percent signs in a file:// URL
but didn't find the right combination of escapes.
Of course you can probably rename the file too to remove those
pesky percent signs that way...