Ok, that is a pic of Regular Attachment Settings in SMF. You need to go to PM Attachment Settings, it's very similar.
Are you not seeing this section, PM Attachment Settings? Will point to, either, the pic attached, or will be like the image attached:
http://custom.simplemachines.org/mods/index.php?action=download;mod=1974;id=106833;imageGranted, this is using a different theme, but PM Attachment Settings should be directly next to your Regular Attachment Settings. Also, Clear your FORUM's CACHE and try looking in there again. If it still doesn't exist, let me know.
Also, in that pic, that doesn't help because you haven't showed us all Menu Options there are within the Attachments and Avatars Section. For Example: Browse Files, Attachment Settings, Avatar Settings....
Also, check in your MENU Above, you might see something like "PM Attachment Settings" in one of the submenus if you aren't showing the Admin sections in blocks on the left, than it should be in there.
Attached is a pic of what you should be seeing in your Menus if you have your Admin Panel Fully expanded (which is the default).
You can alternatively browse to the following url:
index.php?action=admin;area=manageattachments;sa=pmattachmentsOfcourse your forums url path will need to be in front of that.