There is no way to do this directly, since Attachment is one of those "smaller" objects that salesforce really "protects" in a random and biased way. The only “legitimate” way to do this is to use some external build and deployment tools, such as the Force.com IDE.
If you are not a stranger with undocumented hacks, follow these steps: Go to any list of object triggers and click "Create New". In the URL, find the query string parameter entity(e.g. entity=Case) and change it to Attachment ( entity=Attachment) and press Enter. The new loaded screen will accept the Attachment trigger.
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