What Mail client are you using? If it's that orrible Windows Live Mail then that will be your problem.
From their download page
Send lots of photos
Send high-resolution photos to family and friends with Windows Live Mail. They can then easily find, view, and download your photos. Since the photos are stored on SkyDrive, nobody's inbox gets overloaded.
I found it almost impossible to send attached pictures using this system (Parents don't have Outlook and I spent a while stuffing around with their settings to make it work)