Marcus you probably have the answer by now.What i noticed though is that people did not tell you that you first need to upload the file (jpeg/pdf etc) to your media tab in your wordpress dashboard-it is then crunched -than you need to click on the image within your media pallette and it will then show you your full url web address of this image or pdf etc that you wish to then paste in the code everyone above has given to you!
I believe that was the piece of the puzzle you were looking for.Bear in mind i have my wordpress hosted with godaddy and my installment was automatic-i do believe if you follow my instructuions it should work for you though-best wishes Alex
