Given the numerous security problems associated with Outlook Express, both past and present, I'm quite sure Microsoft intentionally disabled this feature years ago. People were sending malicious scripts embedded into email messages which would then send infected emails off to everyone in your address book, repeating the process. Back around the turn of the century this little bug shut down huge chunks of the world's email systems for several days.

You will need to save the attachment, then create a new message and reattach the file.