External link to image not possible

Hello,
I know what you are thinking: “Oh no, another guy who isn’t able to find the ‘Link URL’ input”. But it isn’t like this! 🙂

My Problem:
I want to link an image on my page to another website. I tried inserting the link in the input mentioned above and I also changed the URL in the HTML. After updating the page the old “…/attachment/…”-URL is in there, again. 🙁

Yes, I have the permissions to write and change, everything else works.
I use the theme Atahualpa, are themes responsible for link parsing?

Thanks in advance
greetz
Jonny007