you cannot send HTML with Mail.app - do a search if you'd like to see all the arguments for why HTML mail is an evil thing. If you absolutely *must* send HTML, use Entourage or some other client.
That said, there's no reason why you can't reply to HTML email, it's just that you reply will be either rich text or plain text depending on your preferences.
Finally, your attachments are always included in the body of the message - it's just how Mail.app shows them - if they are the last thing in your message, then other people will receive them as you expect them to - as attachments that either appear or don't appear in the body of the receiver's message depending on their own preferences and client.