Red X on Web page

I am running Win XP Pro updated to SP 2 & I/E version 6.0.
Sometimes when I open a web page and it has pictures I will get a box with a Red X in it instead of the picture. Even when I right click on the box and click on "Show Picture" I still get the box.

Can anyone shed some light on this problem?

Thank you, Paul

 

Paul, here's what Microsoft has to say

Paul,

There seem to be a sizable number of explanations for this behavior. Below I listed a link to a Microsoft article that seems to be a pretty good place to start.

http://support.microsoft.com/default.aspx?scid=kb;en-us;283807

 

Thanks for the info guys, I'll sift through it and report back.
Paul