I believe this is by design and cannot be changed.
As with most email programs when you reply, it disregards the attachment as you will be sending the attachment back to the person who originally sent it!!! If you have cc'd someone into the reply they will only get the replied message and NOT the attachment. There is no setting that i have come accross that you can change, especially for the blackberry
You will need to perform a forward to send out an email with the attachment