The photo needs to be hosted somewhere on the internet, such as a free account at photobucket or flickr or any one of a dozen others that allow hotlinking. Right click on the photo where it's hosted, get the URL of the photo, and then when you type in your message, click on the photo icon (it looks like a mountain with the sun over it) and paste in the URL of the photo. When you post your message, the photo will be there!
Try to keep the photos no larger than 640 x 480. If you need help with that, ask for more help.