Heh, wow, I've never known that you could just copy and paste pics if they're from another site.... Never had much occasion to try though as most of what I post is on my computer and it does not work for those.
Anyway, there's a thread
here on how to post attachments which are not already online.
Where were you trying to post that you're having the problem? Were you previously able to do this on this forum? I'll check the permissions on your account this evening. Forums such as the FAQ and a few other sections of the forum require moderator/administrator approval of attachments.
EDIT: Actually there's nothing in the moderation queue so I'm not sure why it's not working for you. I've just tested it myself and it's working fine for me. There are a couple issues which could interfere: trying to paste an image whose address is dynamic (to prevent leeching), other anti-leeching website implementations, or the image isn't hosted on a website and resides on your local PC (in which case it needs to be hosted online somewhere first). I'm sure you probably know these.