i know this thread is 3 month old, and marked as solved but the solutions here as most of the others relate to below 3.0 and since it just took me an afternoon to find the solution, i found it worthwhile posting it here.
in wordpress 3.0, assuming one works with the files from the twentyten template as an example, open functions.php from the twentyten template folder.
add the following line to the end of the file, after the last “endif;”
update_option('image_default_link_type','file');
you have to re-insert images into posts, but there doesn’t seem to be a need to reupload everything like other solutions suggested.
thanks to adam capriola http://wordpress.org/support/topic/image-link-url-default-none
