In order to have a link show up as a picture in the post, it (the link) must be enclosed with the VB image tags. So it is a bit more involved than simply pasting a link.
If your attachment is like this:
Then you will need to supply the tags like this:
Which then becomes:
The alternative to all of that hand coding is to paste the link, highlight it and then use your mouse to click on the picture icon (
). This will insert the proper tags on the highlighted link.