Hi Claes,
You could try copying the link from the image website and pasting the image URL link directly into your post.
When viewing your images click on one of the files name (hover the mouse over the bottom left hand corner and the image name/number will appear e.g. 373)
Then at the bottom left of the screen select "Embed Codes" - I usually use the one titled BB code - hover the mouse to the end or the URL and a "Copy" command will appear - Click on this to copy - then go to Mayhem post and paste the link
Save the post and voila!
See below - the red arrow is where the copy command will appear
C-3PO