actually the difference between attachthumb=# and attachthumb=1 is non-existent in this case, as the # version just attaches the images in order, so with only one image there is no difference.
the reason that its not following the link is simply because when you do an attachthumb, a click enlarges the image, so the link is disabled. i wonder if i should change this behaviot?
nyway, instead of attachthumb use attach, that will solve your problem.