OK I figured it out finaly. Youtube sometimes can be best your friend
If any one is interested, you need:
1. click upload photos, when in album mode
2. upload pictures as normaly
3. from upper window drag and drop to lower window like you do with attachments.
4. click done
5. next window opens.
6. click save changes.
7.thats it. Now you can open picture form album window. In the lower corner you will see code for attaching picture to post directly. No external services required anymore.
Like this :
New forum rulez
SM what disk size is allowed to use for albums ?