Yes, you should apply Usage Rights to Attach files and add Comments to the PDF.
you know, I tried that Usage Rights stuff but it didn't completely work... well, it allowed me to attach files, but no yellow sticker still.
However, I got the sticky notes to work after I did a "Save As" of the PDF form and saved it as a "Static PDF".
Attachments are lost if your form submits as XDP. If you change the submit type to PDF then server that same PDF back to the next user, the attachments will be there. If you decide for other reasons, you still want to submit as an XDP, take a look at this: http://forums.adobe.com/message/4316578#4316578