I am using the documentation and procedures for windows 2000 in the following article.
http://support.microsoft.com/kb/312839
I found another place to add an attachment to my email.
Exec @hr = sp_OAMethod @iMsg, 'Addattachment', NULL, @Attachment
Now that I can add an attachment, I cannot send an email without one. I have even started from scratch with the code from the web site again. I tried executing the procedure from a different workstation thinking it was some configuration in memory. Now that I sent one email with an attachment, it's like they all require one. The procedure will execute fine but the email without an attachment never shows up.
ANSWER: They were in the junk email folder.... DOH!