Make sure the image you are linking to is stored on a webserver that allows you to remotely link to it. A good FREE site to store pictures can be found at http://photobucket.com.
With Photobucket
1. Upload your image
2. On the right side of yor screen you will see a box with four differnet ways to place your image into a website or email. For this website copy the text located in the third option from the top named "HTML Code - Websites & Blogs".
3. Paste the text into your Forum posting and click "Preview Message".
4. When you see your image click "Post Message"
Other image hosting sites will work much the same way.