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The attachment button works fine. However, you can't attach just any arbitrary file type -- there's a list of permitted types, and OmniGraffle is probably not among them. Simple workaround: use the Finder's Compress command (or Create Archive if you have an older version of Mac OS X) to turn it into a .zip file, which is allowed. You are correct that one cannot download from that particular Yahoo Group without being a member, it would appear.