If you want a different image per post then use Customs Fields as suggested before - the only problem with that will be that Custom Fields are text fields and so you will have to upload your image and then paste the filename into your Custom Field. You could use the normal Add Image facility in the main post entry form but that will break up your workflow a bit as you will have to: upload the image in main post form, copy image url from HTML of form, remove image from form, paste URL into a custom field.
A bit of a pain!
If you want to use an image per category. Say, for example, you have a thumbnail for news items and a thumbnail for tutorials and so on. You could edit your WP theme template, check the category inside The Loop and show the relevant image from there.
The first option is a bit of a pain and the second requires some PHP coding.