Outlook, Roght-clock Hyperlink problems

I have several users that can right-click and drag a file into an e-mail opening a menu to MOVE, COPY, or Create Hyperlink Here. The proble is I have 2 or 3 that do not have this function. When they right-click and drag the file to the e-mail they get a plus symble and the file copies in as an attachment. Is there a setting that needs checked to allow hyperlink creation?

Thanks.