Why can't I see some photos that are sent to me. Many times I only get a box with a small X in the upper left.

Many times I get photos sent to me that I cannot open. Somtimes they appear as a box with a small x in the upper left corner. When I try clicking on the x nothing happens. Other times I can see only 5-6 of the photos but not all of them, even though they were sent by the same person, and from the same digital camera. I can't figure out why this happens. Does anyone have an answer?

Because the sender did not forward it as an attachment.