Well I have NEVER encountred this Problem (untill I went to the link) LOL and what causes it ?? Well I don't have a clue I can tell you but that it Does it on EVERY version of IE inc IE 5.5/6.0/IE for XP.
I maybe thought that it was the Picture format and that it wasn't a true JPG file.
Well, Thats all I can say ..... Does it do it in Other Browsers Such as Netscape or Opera ?