Adding custom commands
You can add things like this using the keyboard settings.
I've just done exactly what you want to do (i think...)
1. Open System Preferences
2. Go to the 'Keyboard' Item
3. click on 'keyboard shortcuts' tab
4. in the left hand column, select 'Services'
5. in the right hand column choose the selection for 'Messaging' (click the arrow to pen the sub text if it's not there already) and then make sure "New Email With Attachment" is TICKED.
add a keyboard shortcut such as "Command, Shift E" by selecting the blank area to the right of the wording, and then hitting that Keyboard Combo you want to use
6. close system prefs, and test it out - works from finder - and probably anything else where the services directory is available, if you have keyboard conflicts where you have used the same keystroke in another app, you may need to choose a different one, or assign it only to finder.
hope it works for you!