Do you have the Home or Pro version? Changing the configuration such that the (infected!) attachments would be deleted without any notice would not be that easy (I mean, you could hardly do it unintentionally) - you'd have to start the Enhanced User Interface (Pro version only), select the Resident Protection task, and in the e-mail protection provider delete the "choose action" item on the "Virus" page - i.e. nothing exactly simple.
What e-mail program do you use?
When your attachment is deleted, is there any notice in the e-mail? (such that it was infected and the attachment was deleted)?