I was frustrated by it too because my pics posted on my site and other sites were included in a gallery.  i had to google search a pic of mine, choose a pic and save the target link.  once i opened the target link the pic was ended in .jpg so I was then able to use those as an url link.   The only pictures that allowed me to create the url were the ones from bp.  If you've advertised on bp then you may be able to do the same, you just have to be a lil tech savvy to work around it.  

Generally, these questions are better suited on the general boards but I understand your frustration.  Good luck.