By default there are not any settings in sharepoint to enable attachments with blog posts. It is not a perfect way to do this, but worth to mention on my blog I think.
I have done a workaround to achieve this
Create a custom list inherited form Item with default columns.
Create new item “give it a title” and attach your document with it.
Now in your post list create a lookup column with the title “Attachment” which will look up to the “Title” column of your custom list.
Edit the view of you posts web part on the blog main page and enable it to display the lookup field. You can now see the attachment in the footer.
I hope this blogs helps J