We have found that the paperclip attachment button 
in the Nexus OWA web interface does not work on Chrome unless you have Microsoft Silverlight installed. This issue is present on Microsoft Windows and Apple Mac OS X from version 37 onwards. It relates to Google considering the Window.showModalDialog() feature a security risk.
Download Microsoft Silverlight here :
http://www.microsoft.com/getsilverlight/Get-Started/Install/Default.aspx
Update : The Silverlight plugin fix does not work any more.
The only solution at the moment is to use a different Web Browser – eg Internet Explorer, Safari or Firefox.
NB. Regarding Firefox – Mozilla has announced that it will also remove support for Window.showModalDialog() method, but it shouldn’t be before Firefox 39. This means that the function will be around until around mid-June 2015.