It depends what measures are in place on the site where it's hosted. If it's not your own picture and/or your own site then it's bad manners to link to it really. If you're not paying the bill then hosts may take measures to stop delivery of the picture after a few hours.
talking of the red crosses, sometimes when i click whats new, or in fact any forum. i get loads of little red crosses on the left hand side of the screen edited to say its the little folders that are doing it