This is a short tip and I can't claim credit.
The problem? Facebook thumbnails
Facebook doesn't pull the right image from your post when someone shares it on Facebook.
Try the WP Facebook Open Graph Protocol plugin (Dashboard –> Plugins –> Add New –> search for "WP Facebook Open Graph Protocol").
Note from me:
I haven't used it myself (haven't had this problem), but the plugin has gotten good reviews so far and Crafty Mummy says it works.
Update: If you install the plugin and it doesn't seem to work, check out Ginny's comment below for a possible fix.
What about you? Have you had this problem and have you found a solution?