You are posting to the feed. You should post to the LINK instead.
Post the link to the picture to the link feed, and you should be fine.
https://developers.facebook.com/docs/reference/api/link/
I will post an example in a tick.
---- Later ----
Hmmmm, well the link option isn't satisfactory. You get a thumbnail of the picture, and you can click it to see the picture in full, but its very ugly. I really don't think that is what you are after.
So I did some more experiments, and kept coming up against that CDN error you mentioned. So I googled it and found the following:
Serving Images in Stream StoriesJun 18, 2010 3:21pm
We no longer allow stream stories to contain images that are hosted on the fbcdn.net domain. The images associated with these URLs aren't always optimized for stream stories and occasionally resulted in errors, leading to a poor user experience. Make sure your stream attachments don't reference images with this domain. You should host the images locally.
So there you have it, according to Facebook, you can no longer do what you want to do.