PROBLEM SOLVED
For all who want to now where the problem was:
In Outlook you can save emails as a MSG file, but there are 2 different types of MSG files.
There is a "normal" MSG type and there is a "Unicode" MSG file, so you can choose how you want to store your emails.
If you drag and drop your email from outlook to the desktop, then the email will save as "normal" MSG, if you go to "file"-->"save as" and choose the unicode msg file, then the mapi class can read the attachmentnames correctly.
Thanks for your support!!!