Make sure you use the URL of the image, not the page it's on. The URL will most likely end in .gif. If it doesn't, then it's probably not the image. By default, imgur's share URLs point to the page rather than the image.
You can get the image URL by right-clicking on the image and clicking "Copy Image URL" or going into the image's properties and getting it from there. You can also drag it to the address bar of your browser to get the URL.
If you have an imgur account, you can also get the image URL from the extended list of URLs that you get when you click on the image in your albums.