You must have been doing something wrong. I've never had to double click a .jpg on Photobucket.
I log in, I go to My Library, I click on the pic I want. Since I use Firefox with Flash disabled, I have to enable Flash, then I click on the Direct Link. Then I go to where ever and enter the link. Not as easy as when Flash is enabled, but still no real issues, and not hardly as much trouble as you seem to be having.