They both mean the same thing and are interchangeable in most sentences. :) I would say that sometimes Attempt can seem a bit more negative, like it perhaps isn't going as well as it could, however that is mostly based on the way you say it.

+1 to Kristy Darcy's response... though I would say that typically, neither 'try' nor 'attempt' have any inherently positive or negative connotations associated with them. However, their usage can be dependent on context wherein you would use one and not the other (e.g. an attempt on one's life, or to try and see), but it's usually by convention and not because of any grammatical reasons. [And then there are the niche terms (the main one that comes to mind is rugby union/league for 'try', but let's not confuse things with sporting based etymology...) which attach a different meaning altogether to one word or the other.]