What I do is right-click on the picture and select "Save picture to..." and save it in My Documents. Then when posting on here, click on "Manage attachments" and upload it from there. I think the FAQs cover it from there.
I know regular posters upoload them from the URL location, but I don't do that - mainly because I don't know how! I'm going to have a go on the Test forum right now.