Hi, snow:
When you say "the form attachment always open up automatically in the message box", I imagined that what you meant to say is the form's active view being displayed in the body of the email. When creating an email data connection in the InfoPath's data connection wizard, there are two options:
1. Send only the active view of the form and no attachment.
2. Send the form data as an attachment.
You've probably selected #1. Try modifying the data connection and select #2. It should send the form as an attachment.