Link Multiple Images to 'Media File'

I have recently upgraded from 3.5.2.

I used to be able to go to a portfolio page, then in the main body of the page i would insert media in its raw form (no plug in or gallery, just the raw image)

I would highlight all the images i wanted to insert into the post and then click on the options to the right ‘link to media file’ – this used to attach the media files link to the relevant image on ALL images, now it only seems to add the link to the image i have selected (shown with a blue square round the image)

Is there a way to dump all images into a body while retaining all their own links to themselves?

I use ‘wp-jquery-lightbox’ and this is why i need the images to link to themselves so that they are clickable and then the wp-jquery-lightbox will pop up allowing users to view all the images in the body, or if they prefer to scroll then can just scroll the whole page.

Thanks for your help!
Lee