Can't add links to separate images from a gallery

I’m adding gallery with few pics to a post. Then I’m adding a URL in the “Link URL” field for each individual image from the gallery.
Prior that in that field was the link to the image itself.

Well when i save and look back, it has restored the link to the image.

Basicly i want to add like 10 images on the main page, and link each of them to the corrensponding post.
I guess i can do it one by one, but i’ve already set all the info in the gallery.