Do you have your own website or a service such as flickr or pbase? Make sure that hotlinking is available and enabled. If it doesn't work you can just use the picture upload system on this website.
Either way should work. If you post the link into the message make sure to have an [img] command right in front of the link (no space) and [/img] right after the link. If you click on 'preview post' you will see if it worked.