Mailings with Attachment

I am trying to use the mailings function and attach a document to the mail. I have run a couple of test mailings to myself to make sure that it works prior to sending it out and the attachment never gets attached to the document. Am I doing something wrong with this? I shows on the template screen and I selected the document so that it shows up on the template but when I send the mailing it does not attach. What am I doing wrong.