Jim had called in and asked how to enable attachments for Advanced Email. I had to dig through the code to find it, but I have confirmed that this is always enabled; it's not configurable. This includes creating new content by email as well as replying to a post.
This is contingent on one thing: there must be permissions for that user to do so. It will only include attachments if that user would be able to include attachments if he/she was posting via the UI. If you are finding that attachments are not posting for a given user, be sure to first check their permissions and verify that they can upload attachments in that space. If it's still not working, let me know what email client the user is using. It may be that the Advanced Email tool is not compatible with all email clients, which I should be able to reproduce locally.