As far as I know, the only way to do so is on a thought-by-thought basis when you right-click on a thought with virtual attachments and select, "move file into Personal Brain".
Thank you Agnar, When trying to tidy-up PB4 attached linked content the "move file into Personal Brain" Option does NOT work for html files on local disks. I do research with the intention of publishing PB4 on the web, so many emails, documents etc start of as converted to html files on my drives, which I link as attachments. As each Brain matures, I wish to be able to prepare PB4 for the creation of a sitebrain which does have the attachments when PB4 is exported to html. Maybe Harlan could be asked to remove the default prohibition which stops locally stored html files from being able to allow the command "move file into Personal Brain". This is in addition to mass "move files into Personal Brain" Eugen
Win7pro, PB 22.214.171.124, J - 1.7.0