I can't seem to post a photo in a PM when the photo is on my computer, not a url.

The "Insert a Photo" button asks for a url, but the photo I want to send in a private
message is saved in a "My Pictures" .jpg file.

I have no problem with posting a photo on a forum thread or in the classified,
so I don't get it. Why not in a PM?

Where have I gone wrong?