What is the meaning of the small red x in the upper left corner of what would normally be a picture?
Something happen to that picture in the process of sending it or it was corrupted at the senders end. Ask them to resend the picture. Your computer does not have a program that can display the picture. If the person sending the photo is using an older version of AOL, then you must have AOL as well or you will not be able to receive pictures inserted in the message.