Here is the deal. You can't do that with a Windows Phone like you can on an Android or iPhone device. Windows Phone uses sandboxing to protect the phone from hackers. This means that apps and web pages can't access files from other apps. You can upload the picture using an app like Skydrive or AT&T Locker then share a link to the picture. The bad part about sharing a link like that is you won't see the picture in the thread people will have to open the link to see the picture.
You can add image links to a thread. You can do this by sharing the link from Skydrive for example using the WPCentral photos links in social in the header on this page. I am sorry there is not an easier answer. This is something that could be possible using the WPCentral app but Jay has not got around to adding it yet. We are on him real hard to get the WPCentral Windows 8 app going so maybe I will start hounding him again after the W8 app is up and running.