The little red X in a box means that for one reason or another the picture that belongs there cannot be uploaded. If this is happening only once in a while, purge your Internet cache, and this should be all you need.
You don't say which browser you have, so I'll give you the IE method of purging cache; if you have another it will be very similar. In IE go to Tools \ Internet Options \ Delete Temporary Files.
Let me know your progress.