You can create Tasks from email messages by dragging the message to the task button the Navigation pane.
If you want the message attached, right click and drag. When you drop the message, you'll have the option to copy the message as text or an attachment or move it as an attachment.
If you want the message inserted as text in the Task body and also attached, open the message and use the Copy to command (look on the File menu in newer versions or Edit menu in older versions.) Then insert the message as an attachment.
If you need to add other attachments to the message, you can either Outlook Item command on the Insert tab or drag it to the open task. To add files from your hard drive, use Attach File command or drag then from Windows Explorer.
You can also drag attachments from messages in the Reading pane to the open task. Hold Ctrl to select multiple attachments. (You can also drag attachments from opened messages to other Outlook items.)
Tip: If you resize Outlook so that its not full screen and arrange the task so its not completely under Outlook, its easier to drag messages and attachments to it.
This method works equally well for Contacts, Appointments, and Journal and in all versions of Outlook. (Only the location of the Move to and Copy to commands vary between versions.)