Whoops sorry for the slippage. I added some text in my post about fixing the problem after the fact: just delete the set information from the path. For example, the path for the image above in my Comic-Con 2011 set is:
But the individual page link is:
And that remains good even if I remove it from the set or delete the set altogether.
The "share" pulldown is up above the upper left corner of the image on a Flickr page. When I use it, it looks like this: