To include an image in a VM, PM, or post, the file that contains the image needs to be somewhere online, not just on your own computer. If the URL of the image starts with something like "file:///C:/..." instead of "http://...", that's one indication that you're trying to link to a file on your own computer. In that case, you'll need either to find a copy of the image online or to upload it somewhere. I notice you already have images in your profile albums that you could link to, but of course your albums would fill up quickly if you put every image there that you wanted to be able to post. A picture-sharing site such as Photobucket or PicasaWeb could work for this purpose.

Some sites won't let their images appear anywhere else. If you were to link to a picture at such a site, you might end up with a "Sorry..." message, or one white pixel, or something like that in place of the image you were trying for. Even picture-sharing sites usually ask you to specify whether you want a particular picture to be public (anyone can see) or private (only you, the logged-in user).

If you want to experiment (by including images in VMs to yourself, for instance, and deleting them when you're done), try linking to the same image that someone else has already posted successfully. Then, if that one works for you, you'll know you at least have the mechanics down and you can concentrate on finding the right image to use.