The dreaded red X

Looking for some free tech support here...

There are numerous times that I go to view some pictures and all I see where the thumbnail should be is a red x.

I'm running Windows XP with Norton Internet Security. I've gone to the Microsoft website and done everything they suggest to do as far as the settings for Internet Explorer. (version 6) So...it's got to be a firewall issue as several people have suggested.

Fine...how do I fix it? Any tips?

For what it's worth, when I right click on the red x, and look at the properties...I see that the protocol is 'HyperText Transfer Protocol' and the type is 'unavailable', and it's a .jpg that I'm trying to view.

I know in the big scheme of things, it's not a big deal...but it's damn annoying, and I know that I can't be the only one who has ever had this issue, and there's got to be a fix...
 

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