The URL you want to use for [img] embeds always has the form
http://i.imgur.com/abc1234.xyz; what you quoted is the page on imgur that has the image in it, so it'll link to a HTML file, not a graphics file. You can pick a URL snippet of the [img]…[/img] form from the box thing on right side of the screen after uploading an image ("BBCode (message boards & forums)"). If you need just the URL of the file proper, there's also a URL snippet for that. Except sometimes it's not there for some reason. For links, Antho uses [URL|text for the link], i.e.
your image. You can also combine the two, e.g. if you want to use a thumbnail (you must insert a separate link for the thumbnail, though):
(Now I hope this doesn't come across as patronizing
)