Attach Module?

That would be the Upload module, which comes standard with Drupal. Click administer » modules and enable the module, then do the initial setup in adminster » settings » upload. (You may need to give permissions to upload files, under administer » access control.) Then go to administer » settings » content types then "configure" next to the "blog" type, then enable attachments (should be near the bottom. Seems like a lot of steps to do it, but you should only have to do those steps once.