“Press This” feature and Hotlinking

[I’ve been looking through the forum and around the web trying to find an answer to this problem, but can’t quite figure it out.]

The “press this” feature in 2.7.1 uploads media files to my word press but continues to hotlink to the original web address despite this (it may have done it on past versions, but I didn’t notice). I have tried a number of different images/files, etc. but have had the same results each time. I’m not sure how to fix this — I haven’t altered the original “press this” php code in any way. It would be a really, really helpful feature for me, but if I have to manually route any media, press this is a bit cumbersome/not worth the time.

Does anyone have any thoughts or solutions for this?
Thanks so much.