The little red "X" just means that it didn't download. It may have been blocked by your machine (AV, Cookies disabled, AntiSpam, AntiPopup, etc.), it may have been blocked or just lost by your ISP, or it may just be "unavailable" at the original site. The "X" is a "placeholder" that just says "it would'a been here if it had come through."

Sometimes, you can right-click on the "x" and get a "show picture" or something similar, and sometimes you can "refresh" the page to try to re-download, but most cases are "somebody else's fault" and there's little you can do about it.

John