If you are using a different site, then you need to copy the URL for the picture and then click the "Image" icon in the toolbar when you are creating a new message. From there a dialogue box pops up with two tabs: "Computer" and "URL". Click on URL and paste your URL into that long skinny box. Please uncheck "store images remotely" or whatever that messages says.
If you are having issues, please post the URL and perhaps someone can give situation specific help.