If the "set attachment" feature does not work as expected you can manually enter the filename in the "attachments" box. First, of course, make sure the file is uploaded to the mail/attach folder. Then, simply type the filename with no path information, ie "My Document 1.txt". The file should be loaded from the attach folder.
If at all possible I recommend placing a link to your file in your message instead of sending an attachment. This can greatly reduce unnecessary load on the sending and receiving email servers.
Regards