It is impossible to exclude attachments from export, but you can exclude physical files to be exported. Just simple deselect "Export files" in Export settings, when performing it. There's another option you can do, you can add following web.config key
<add key="CMSExportExcludedFolders" value="sitecodename/files/*" />
but it will only work if you store your files in file system.
You can read more in here