i tryed it twice. no paper clip. The office computer is running outlook, home machine is running OL express. that shouldn't make a difference, should it?
In OE, click on View/Layout and then make sure to put a checkmark next to Show preview pane header. That'll give you the blue bar at the top of the message that would show the paper clip if there is a file attachment to the message.
Normally I simply drag and drop a file attachment into the message in OE. My experience has been that if the attachment is a picture file, then it is automatically displayed in the message. If it is another file type, then the only way to retrieve it from the message is to show the Preview pane header.