Then you get this .............................
Click on browse and locate your picture which you say you have in Your Documents - I am assuming that its the documents folder on your own computer? and not the documents folder on msn ? When you have browsed to find your picture double click on it and then click . Give it a few seconds to locate it and upload it and when your reply page refreshes it should appear again with your picture on just ready for you to press the Send Message Button.
I hope this helps, if you would like to add me to your msn I can 'talk' you through uploading etc. Just give me a shout