Changes to image links in "Upload/Insert" Gallery are not saving! :-(

I have a weird problem.

I inserted a small gallery onto my wordpress website. In the “Upload/Insert” Menu, I am on the “Gallery” tab (From Computer – URL – Gallery – Media Library). Within the “Gallery” tab are the 8 images. I want to link each of these images to a separate page. Each of these images is currently linked to a full-size version of itself, such that if you click the thumbnail, it takes you to a full-size image.

Now, here is the problem:

I change the link from www-mywebsite-com/roofing_image.jpg to www-mywebsite-com/roofing_page. (the .’s have been removed and replaced with hyphens since I’m not sure if I can post links here)

So, I change the links to what I want them to be, click “Save All Changes” button and wait for the refresh. After the changes have been ‘saved’, I check the links.

The links are not saved! They still link to the full-sized images!

I’ve tried researching solutions, but can’t think of how to phrase it to get accurate results. The best I’ve found is a recommendation to get a plug-in that allows for custom links, and I think that that is just plain ridiculous.

Does WordPress really not allow me to link images to other pages? If it does allow me to do this, could someone explain how?

I’m sure I’m just missing something or overlooking some button or option. Any help here is greatly appreciated :)Thanks