most people host them on another site like photobucket or.... or, ummm.... imageshack!
and then you copy the html code i believe under the pic and post it in the thread you want the picture in.
so in short, you go to a site like photobucket, create an account, upload your photo to that site, copy the html link, and paste in where you want it to go.
Tinypic is also a good site that I'd recommend. It's always quick and handy (and, if you want to surprise someone with the filename, it disguises it for you too.)