Well, as of now, there is no way to do this straight away as an attachment. It is one of those "lesser" objects that salesforce especially gets "protective" about in a random and biased way. The only way to do this is to use some external build&deploy tools such as Force.com IDE.
So, for this, go to any object's trigger list and click on create new. In the URL find entity query string parameter (e.g. entity=Case) and modify it to Attachment (entity=Attachment) and press Enter. A new loaded screen will then accept Attachment trigger.