How do you send your email? Is it with a web-based service or do you use a dedicated email client (such as Outlook Express, Windows Live Mail or Thunderbird).
The 'Send To > Mail Recipients' command opens your default email client and creates a blank email, with the document already appended as an attachment. That's fine if you actually use an email client but it can't work if you use a web-based service.
Instead, you need to create a new email in the usual way and then click on the button that enables you to add an attachment. (With some web-based services it's a paperclip icon that you're looking for). Then navigate to the location of the document and double-click on it (or single-click on it and then click 'Open'). Wait for the file to upload and then send your email as normal.