Perhaps you could be a little more precise? Do you mean:
a) You don't know how to attach docs
b) The facility is greyed-out or disable
c) You get an error message when you attempt to attach.
Well it took 2 mins and 32 seconds for me to attach a file of just over 3 Meg, so maybe you're just being a bit impatient? The file has to be uploaded to the Yahoo server and scanned by (probably the clunkiest AV program in the world) Norton.