The link has to end in the file format of the picture. At least I would assume so. Post the link you're using?
You're trying to post an mp4
.gif, if you right click on it and it says "save image" you're good to go. If it says "save video" then the forums won't support it
I just find the gif I want, click it until I see it's the only image on my screen, then copy and paste the address into the attach Image. At least that's what I do.