Why is this?
Simple. It's called bandwidth. (Stop giggling.) Bandwidth is offered in limited quantities for people who own domains, and have to pay more when it goes over the limit. And when people post pictures that are directly from his site, he usually has to pay more money.
How can you avoid this?
Save the pictures to your computer by right-clicking on them. Upload them to webshots.com, or any free webhost except...
.. and a few others, so make sure you test it first.