The "x" simply means - as I'm sure you know - that either the image is not loaded correctly for the browser to display, or that the browser doesnt know how to display it.
You might find that these websites are using the latest version of Flash Player, for example, to display their media and you dont have the latest plugin on your browser - although normally the browser (presumably you're using IE) will prompt you if there is an update available and it requires it. Most of the time, I put these down to issues with the website itself though - thier ad server might be slow, or they've a lot of traffic on their site at that moment which could be slowing down the delivery of all their images. I wouldnt worry too much about it unless it starts causing problems.
Alternatively, try installing another browser like Mozilla (much better than IE anyway) and see how you get on with that. You needn't uninstall IE to run Mozilla.