Save your Atta2005 mdf file in your vb.net project.
What about change your Connectionstring:
<add name="AttachmentDBConnection.My.MySettings.DatabaseConnectionString" connectionstring="Server=.\SQLEXPRESS;AttachDbFilename=|DataDirectory|Atta2005.mdf;Database=Atta;Trusted_Connection=yes;User Instance=True">
providerName="System.Data.SqlClient" />
</add>
Hope it helps. Ask for improvements ;)