OK folks there seems to be some disparity between OS/Browser here which I confess I don't understand. It's something to do with the requirement that pasted images exist in the source as a URL. Some setups seem to maintain this during copying, and some just seem to copy the image without the source URL. What Annie has been trying to do does not work for me either - although it used to before I upgraded my OS.
Here's what does work for me, however. Right click thumbnail in your profile album and select copy. Go to your forum post (e.g. here) and right click the area you want to paste to and select paste. The thumbnail appears as below, but you can't click it to enlarge.
Go back to your profile album (it helps to have two browser windows open), right click thumbnail and select 'copy link location'. Then come back here, select the thumbnail and from the menu above, select 'link' (the chain symbol) and then 'insert link' and paste the link location into the Web Site URL box, as below:
It's a bit long-winded but works for me. I have added the URL paste bit to Annie's post below (24 Apr 2016 22:21) and the image now opens from her thumbnail.