OK, I looked for a magic bullet to defeat this shortcoming based on the basic behavior of the Windows API (explorer / sendto.dll) that didn't involve any scripting and was unsuccessful. But;
This very easy script will help you do what you are looking to do.
Link Removed - Invalid URL
Just do what it says basically, copy and paste the script into notepad and save it as
Mail Recipient.vbs
Somewhere on your computer. I put mine in my "My Documents" folder.
Now all you need to do is open your send to folder
C:\Users\YourUserName\AppData\Roaming\Microsoft\Windows\SendTo
and create a new shortcut pointing to the script file
All I did was open my "My Documents" folder, used the right mouse button to drag the Mail Recipient.vbs file into my Send To folder, release it and chose "Create Shortcut Here"
You can pretty it up some by renaming it. I called mine Mail Recipient 2, and then you can right click it and choose properties, click the change Icon button and pick a different icon if you like.
Now you'll have another selection from the right click context menu which you can use to attach multiple files simultaneously in Outlook and it will preserve your default html mail format.
Hope this helps. Let me know how it goes.
Randy