Actually, both of the links I provided deal with the "red x" issue from different perspectives - one from the recipient end and one from the sender's. Both however, explain that the problem is at the sender's end in the mail settings.
Here's one more link that helps explain it: http://www.infopacke...ress_part_2.htm
In Outlook Express 6, click Tools, Options, Send tab. Notice the Mail Send Settings section. Be sure HTML format is selected, then click the HTML settings button and confirm that Send Picture with Mail is selected.
You said the problem just started one day. Do you recall what you might have done on your system just prior to the problem starting? Did you install anything new, update software, etc.? Or has this problem existed from day one on the Windows XP computer?