This is something I wanted to do a while back, but never got round to researching.
You can make a photo or graphic a link by removing the "thumb" tag and adding "link= XXX"
So ...
[[File:Cone_Calculator_grab.png|500px|right|thumb |Cone calculator. Source: Tony.]]
will show the image "Cone_Calculator_grab" on the page and if you click it it takes you to a larger version of the file.
If you use ...
[[File:Cone_Calculator_grab.png|500px|right|link=http://www.biopowered.co.uk/forum/tools/cone.php |Cone calculator. Source: Tony.]]
it will show the image, but when you click it it will take you direct to Tony's calculator.
I think there is some other locations which could benefit from this modification ... I've just got to find them!