When posting links to Facebook, you have the option to post them as a status update, microblog or as a Facebook link. When posting as a Facebook link, the behavior is a little different than what you could expect from posting a normal status update message. See the images below as an example:
Facebook Status:
If you disable the stream option in your Facebook settings for Ping.fm, the entire message, including link will be used and posted as a status update.
Facebook Link
Notice how the link is posted as a "wall" link and contains an image from the site you posted the link from.
Note: When posting Facebook links, Facebook chooses a thumbnail automatially. We have no control over what Thumbnail is posted.
See Also: Adding Social Networks | Facebook Pages