There should be a tutorial on posting pictures on every message board IMO.
Many people do not know that they need to get their own picture hosting site and just copy someone else's pictures/graphics using that link. That is stealing another person's bandwidth! Not good.
I've been using Photobucket for years and recently, tinypic. There are other picture hosting sites out there too (Flickr, ImageShack, etc.). Most are free and allow a fair amount of bandwidth each month.
For most message boards, copy the BBcode and insert it in your siggy or post. BBcode has the img tags already. To insert a URL (beginning with http) use the Insert Image icon (the one that looks like it has a little mountain in it).
p.s. I've never linked my FB pix; I upload everything from Photobucket.