Okay, you understand the important part. For the rest ... your web browser stores temporary files in a cache so it doesn't have to keep downloading the same file over and over. For instance, every time you open a new thread here at Bladeforums there's a Bladeforums logo at the top left corner. Your browser doesn't waste time downloading that picture again every time you open a new thread; it just takes it from the cache. Your browser did the same thing with your pic -- it already had it in the cache when you tried to check whether it posted here at Bladeforums, so it didn't really check; it just reloaded it from the cache.
Next time you want to check whether a pic posted empty your cache first. You can do that in Internet Explorer by clicking Tools, Internet Options, then you'll see under Temporary Internet files there's a button that says "delete files." If you're using a different browser the procedure will be similar.