You cant attach one object to another - the suggestion has been made to Lee - it is a very valuable function to find in an engine.
FPSC does not support true particles for use as smoke trails or anything else.
The only other options dont bear thinking about.
Theres no way to achieve pro qulaity, realistic particle trails in FPSC currently that I am aware of.
Decals themselves are limited in the quality they can return for numerous reasons. They are by their nature in FPSC really two dimenional effects existing in a 3D world. With enough effort and clever thinking you can achieve some decent results but haveing them follow a projectile - I dont think so.
Applying a particle trail effect to an animated projectile would be hard to achieve. The results would be as good as anyone could achieve by doing it if achieveable.
Personally I dont think its worth attempting projectile trails until FPSC supports them internally. Dont think I would be happy with any result currently achieveable.
"I am and forever will be your friend"