Hi,
I did a study to find out the solution for you. My finding is: there is no Out of the Box setting available to give download option of list attachments in RSS feeds. I am not sure whether you have noticed already or not, the list feeds are shown using a special page from layouts directory “http://siteurl/_layouts/listfeed.aspx”. More information you can get from this article:
http://www.codeproject.com/KB/sharepoint/RssUrlforDocList.aspx
Microsoft do not recommend neither supports any changes in the default layouts pages. So I cannot comment on the steps that you will follow to customize the same.
If you look into the page you will find that the codebehind class is:
"Microsoft.SharePoint.ApplicationPages.ListFeed". Which is located in Microsoft.SharePoint.ApplicationPages.dll. You do not have direct access to this class. If you still go ahead and do customization at your own risk to show list attachments then this post may help you with the initial steps:
http://blog.dotsmart.net/2008/04/01/images-broken-when-viewing-windows-sharepoint-services-rss-feeds-in-outlook/