Don't worry about the little red x. It is either a browser request gone bad that didn't quite load the photo or a server that has lost connection with the domain. Click 'Refresh' or 'Reload' in the browser tool bar. If refreshing the page doesn't bring you up a photo then delete the cookies and try again (in your 'Tools' or 'Preferences' or whatever browser you are using. Internet Explorer, Mozilla, Opera, Netscape, etc.) If this fails to work then it is most likely the latter of the possibilities.
If they don't have a connection to their server then it is more than likely an issue with inappropriate usage of email direct marketing or trojan downloaders. So in other words, SPAM. You could try right clicking the photo and try to open or download the file manually, or you could throw it in your bulk mail folder for quick deletion.