In Windows Mail - compose email message window, you can click on Insert and File Attachement to have a file attached to the email showing the file name in the Attach area un the Subject line.
Another option is to click on Insert and Picture to have a image inserted into the email to be seen. You can scale this image by dragging the border to the size you want it though. (sounds like this is what he is doing)
Check from the main Windows Mail screen to make sure that you have Save copy of sent messages in the 'Sent Items' folder checked in Tools, Options, Send tab.
What error message do you get tryng to open it on your vista machine?