Pics in a thread need to be hosted somewhere. I'm not aware of a way to directly do that from your iPhone to a hosting service, though with a .mac account you may be able to. So your best bet is to find an app that will allow you to upload photos directly from your phone. I know the free facebook app will allow you to do that, but I don't think facebook photos can be hosted like you need. But I'm sure there are other apps that can do that.
Gents, I wish I could help you but I don't have an Iphone. There must be an app for photo hosting among the thousand apps available. If you find one, you are golden.
Assuming you are using windows, when you connect the iphone via the usb cable, it shows up as a device in the "Computer" window. You can browse it to see the photos - look for the DCIM folder. Do a copy/paste to move them onto your hard drive. From there you are on your own getting them into a thread.
I use the Photobucket app. You use this to transfer the images from your phone to Photobucket, which give it a IMG code, which can be cut and pasted here.
While you can upload a file from your computer as an attachment to your post, you can't do it from an iPhone using the Safari browser. The button for that is disabled.