By default any attachments to discussion messages will be sent on to the members of a space that selected to receive discussion messages by email. However, you can instead have users download these files from the space saving storage in the mail system.
If you are a system administrator and want to always require this for all spaces, go to System settings and choose theGroup defaults option and then the Member defaults page. Now change the Allow choice over receiving attachments setting to No and the Default for new members option also to No. Now check the boxes next to lock icon for these settings and it will prevent the settings being changed in individual groups.
To change the setting just for one space, in the space go to Settings and then choose the Group defaults option. Now change the Allow choice over receiving attachments setting to No and the Default for new members option also to No. This can be done by a system administrator and - providing the settings have not been locked - by a group administrator.