Outlook Express And Embedded Pictures

I use Windows XP Professional with SP2 and Outlook Express 6, the free AVG 7.5.524, and Comodo Firewall Pro ver. 2.4.18.184. Ocassionally, I will get an email from my brother with "suppose to be" embedded images except they don't show as embedded images, they are only attachments. But, he sends the same email to my sister and she sees the pictures in the email as they are suppose to be. All three of us use the same internet provider and my sister and I both use Outlook Express 6 and AVG 7.5.524. Now comes the crazy part: I get emails with embedded images from other people and they show in the email just fine. I don't have to open the attachments to view the pictures on anyone's email except his and I'm the only one that has to do this. I don't see the Red X's, it's just that the pictures aren't embedded as they should be. It's just a few lines of text and then some spaces and then more lines of text.

In fact, by looking at it, you can't tell where the pictures are suppose to be. If I want to see the pictures, I have to open each attachment and without pictures showing at the time of reading, some emails don't make sense especially the ones that have a lot of pictures and you can't tell which one goes where. If this was a problem with all of my email, I would think that it is my settings but it's only the ones that he sends. Also, if my sister received it like I do, then I would think the problem is on his end but as I stated earlier, her's works fine. Plus, it's not just one email. It's all that he sends with embedded pictures. I've checked my settings in Outlook Express and everything is as it should be. I've uninstalled Outlook Express and reinstalled but still I have the same problem. Does anyone have a clue as to what could be causing this?