When you use "attach" it takes a few seconds for the file to upload from your computer. Maybe you're hitting the next button too quickly, before it's uploaded?

When you're hot linking to a website, the link has to be to the image file itself, not a page that displays the image. Some people find it simpler to use the "embed" links that the storage sites provide. I don't bother with those myself. I just control-click on the image and select "Copy image location" from the contextual menu, then paste that location into the address that comes up when you click "insert image" on a forum message. Not sure if the commands are the same in Windows, but likely pretty close.