Does the 'small box' have a red x in it?
http://inetexplorer.mvps.org/archive/answers.htm#jpg_gif

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Sandi - Microsoft MVP since 1999
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> IE 6.0 begins to download the images (gif or jpeg) from a web site then
> stops
> before all the images are fully displayed. It only shows a small box which
> has to be right clicked to display the image.