Add image to facebook share
As rightly commented by demrks, Facebook uses open graph meta tags.
For your specific problem, you can use the og:image
meta tag,
<meta name='og:image' content='path'>
Replace path with the path to where your image is.
You can check how your url appears on the timeline by using the Facebook url debugger.
The Nov 18, 2013 answer is deprecated. The current answer according to https://developers.facebook.com/docs/sharing/webmasters/
<meta property="og:image" content="http://static01.nyt.com/bookJumbo-v2.jpg" />