The problem with Web-based e-mail is that Windows doesn't understand it. Right-click a file and select Send to and then Mail recipient, and Windows will open up whatever e-mail client happens to be installed as the default on your computer--even if you never use it. The same thing happens if you try to mail a file from Word, WinZip, or any other program with a similar feature. That is, unless you've installed and set up Affixa (free), which becomes Windows default mail program.
Then, when you mail a file from Windows Explorer or an application, Windows sends the command to Affixa, which uploads the file to your Gmail, Yahoo, or Zimbra account, creating a message with the file attached in your Drafts folder. An Affixa option will open your mail account in a new browser tab after the upload; depending on various factors, it may or may not open it right to your new message.
Affixa comes with a systray program that allows you to drop multiple files into one of several "baskets," that you can then upload either to your e-mail account or to the Drop.io file-sharing service. You don't need to run this program all the time, but you'll have to load it to change your account or other options.
Like every program, Affixa has its flaws. For instance, although I've successfully used it to send files from Windows Explorer, Microsoft Word, Windows Live Photo Gallery, and WinZip, it simply won't work with 7-Zip (Affixa's developer is aware of this problem and plans to work on it).
Affixa Basic is free for personal use. For £2 (about $3 on the date this review was posted) a year, you can have the full version, which handles multiple accounts and can zip and mail your files.