Mike,
I don't believe this is available without some minor customization. You'll want to create a message or content filter that adds an x-header with the filename, example:
Add_Attachment-Header: if (attachment-filename == "^.+$") { insert-header("x-attachment-name", "$filenames"); }
this will search for the attachment filename(s), and then add it as an x-header.
After you've done that, you'll need to setup logging to add the x-header to the log:
logconfig -> logheaders (add the x-attachment-name header so that it'll start to log).
Hope this helps,
Ryan