You can’t really “hotlink” a picture but what you can do is put a link in the comments of a Picture post that goes back to your website.   Here’s an example of what we do with our blog posts at Social Media Examiner – we have a screenshot of the first part of the blog, then we put a little description in the status area with the link.  We do that because the photo takes up more space in the news feed and we get better engagement with it.  http://www.facebook.com/photo.php?fbid=10151367095484383&set=a.432812619382.238830.272796339382&type=1
Hope that helps!