1. Switch to the Database View.
  2. Navigate to the appropriate module (General Ledger, Accounts Payable, etc)
  3. Select Configuration > Tables > Media Type
  4. Click "New Table Entry" to add a new Attachment type value.
  5. Save and Close.
  6. Add the attachment in FENXT.

Note: if you're trying to add an attachment to a deposit from the Treasury menu, you'll want to make sure you go to the appropriate module select Configuration > Tables > Treasury Media Type to add new type values.