Hi Candide, I also used the insert image thing with an image from photobucket. I deleted the first http bit in the insert box and then used the 'direct' link option on phoptobucket which starts with an http string which i assume is a 'direct' link to my image. worked for me.
What did not work was the text you can add to the post this seemed to get lost (using the text box in the insert image icon)
Can't say it works with other phto sites
If i post an image over on YBW i use the IMG tag or string in photobucket. This does not work with the proboard syatem as far as i know.