Lazy of locating your files via the conventional file browsing method when doing attachment onto your mail? The Gmail team understands that and has introduced the "drag and drop attachments" features directly to your Gmail account. According to the official Gmail blog, this is a feature that unfortunately limited to Google Chrome and Mozilla Firefox 3.6 users for now. However, Google does promise that they will “enable this for other browsers as soon as they support this feature”.
The file dragging part may take some getting-used to, but it really makes life easy. Well, if you can’t wait for this feature to be introduced in other browsers like the "IE", then switch to Chrome or Firefox for better browsing experience.