The simplest way is the "send a message" to the customer through the Opportunity's message wall. If you use the "full mail composer" (icon at the top-right) you can compose the message in rich text. Attachments are also possible and will be stored in OpenERP's database.

It's also possible to have that for mails sent from your e-mail client, but It gets more complicated if you're self-hosted.

The next simplest thing is to setup the "Create leads from incoming mails" configuration, and send your RFI response with cc to the leads e-mail address. This has the disadvantage if creating a new lead instead of appending the message to an existing on.

The ideal solution it to setup email alias, that makes OpenERP capable of appending to a document's history messages exchanged through pure e-mail. I would suggest you to try that out on a OpenERP SaaS Trial account.