Have you copied or moved the images from your flashdrive to a folder on your computer? That would explain why the folder disappears when you remove your flashdrive. Windows usually has a images folder within My Documents you can use for this, or simply create a new folder for screenshots.

Then, once you've moved your images onto your computer, you then use an online web host like Photobucket to upload the images to - doing so you'll be given a link for each image that you then include in your post on the forum by using [img] tags to make the image appear in your post. (I use Photobucket myself, and they've very reliable).