In Britney's defense, I too noticed that attachments - important ones that I was replying on the Droid to send - did not get sent with my e-mails... I have now installed K9mail, and I don't have the problem anymore... but the OP is right, it IS a defect in the OS that it can't save and/or send e-mail attachments without 2rd party software.
Britney, download K9 Mail, and your problem will be solved... send yourself a few attachments and check them on your computer before attempting to use your phone to send more e-mail attachments for work.