All photos or just certain ones? It could be that some are too large (filesize wise) for the app to load or that they're hotlink protected. Or just deleted.
By "photos", you mean pictures which people have posted in threads here? Is there a specific thread which this always occurs for you (if so, what is it)?
And I presume the site's graphics (avatars, smilies, the logo, etc.) load correctly for you?
As most images people embed in their posts here are hosted on other websites, it sounds as if you may be blocked from accessing these sites. Perhaps you may be behind some type of web content filter?
Can you see this image?