Hmm. Don't think you did anything wrong with the pictures. Rather you are a bit confused about the way images are displayed and arranged in pbase.
Every user has a root gallery, which contains all other albums and images. Like "c:\" of a Windows PC file system. In that root directory, you have individual albums, like individual directories inside c:\. In each of these albums, you store images (yup, like files in the PC)
In your case root gallery ->
http://www.pbase.com/gills
An album ->
http://www.pbase.com/gills/gills_bugs
Image in a album ->
http://www.pbase.com/image/21031816
So when you say you have to click twice, the first click you are performing is at the root gallery level to get into the album. The second click you perform is to go from the album to individual image level. The reason why you are confused is because in your case you have only one image in each albums. When you add more images to each album, you will see how this works out.
Take a look at some member's albums to get an idea how it works. For example *trumpet sounds* my album
http://www.pbase.com/srijith/ *trumpet sound ends*