Sadly, it is not to be. We cannot send an email with attachments from a SharePoint Designer workflow using out of the box features. This wish comes up with increasing regularity on the MSDN forums.
However, the SharePoint platform, as with so many things, does offer us a path forward. We can create custom actions which we then incorporate into our workflows. Once installed, a custom action looks and feels like any other action (e.g. Collect Data, Log a Message, etc).
Creating a custom action is a big mountain to climb, however, for End Users. This codeplex project provides this functionality: http://www.codeplex.com/SPDActivities. Pulling that down and installing it is also beyond the skills of typical End Users. However, it’s quite simple for a SharePoint admin to do it, so if you find yourself needing to develop a workflow with this capability, work with your SharePoint admin to get it done.
Follow me on Twitter at http://www.twitter.com/pagalvin