Hi Matz,
There isn't really an easy way to do that with the wysiwyg editors, it could be done by advanced users using html view and using an Image Gallery to upload images so that both sizes are there and then browsing and linking to them and then manually creating a link to the fulll size on in html view.
However if you use Windows Live Writer to make your blog posts it does this for you, it will upload both the full size image and a thumbnail and it will make the thumbnail link to the full size image. The thumbnail is the size it shows in the post so it isn't really small like a typical thumbnail, it is whatever size you make it in the post in Live Writer. So that would be the easiest way to do it.
Best,
Joe