Yes, I forgot about that. There is one extra step when importing from vBulletin. After installing UBB.threads, you'd register your admin account and then login to the control panel and setup both the file upload and avatar upload storage directories.

Once you've done that, you'd then run the importer. vBulletin stores both the file uploads and avatars in the database, and during the import it will make those into actual files inside the directories specified in the UBB Control Panel.

With that extra step, all attachments will remain intact.