A problem With Gmail.

If you want to send a few files from the same folder, simply hold down the Ctrl key (Cmd on OS X) and click on each file you want to attach to your message. You can also hold down the Shift key to select a continuous list of files.

Perhaps your files are either too large (25 megabytes maximum) or include types that are not allowed. You cannot send or receive emails with exe, dll, ocx, com or bat attachments even if they are sent in a zipped (.zip, .tar, .tgz, .taz, .z, .gz) format.