There's no rule against linking to files and, as you mention, it's ultimately the user's responsibility.
The main issue with attachments is the lack of permanency. Links go down all the time, and this is particularly the case with uploaded files.
So I think the best option is (if the material is necessary to answer the question) to ask the OP to post a screen capture instead. Can the question stand without that file being available? If it can, then the file might not be necessary (at least the psd). If the file is absolutely necessary, then we have the problem of making sure it will remain available. And this isn't, unfortunately, very easy to check.
In short: Yes. But if possible, use an image instead (also, and this is more personal: If a question depends on an attachment, then it's not a particularly useful question for the site).