STEP 1: Find the internet image you want to use. You can ge this by right clicking on the image and select properties. It will tell you the location of the image. In my example: http://www.wallpaperama.com/thumbs/Penguins-160896.gif
STEP 2: Determine what the link is. For my example, I will be linking the pinguins image to the penguins wallpaper page: http://www.wallpaperama.com/penguins-wallpaper-62720.html
STEP 3: Now that I have both, All you do in put the following when you are writing your post/thread. this is how the code looks like:
click on the image and it will direct you to the pinguins wallpaper page.