If not, it's the browser; if so, it's something outside the browser.
Install an HTTP debugging proxy such as Charles or, if you're on Windows, Fiddler2. (Charles will run on Windows and is better in some ways than Fiddler2, but it's shareware and will give you nag screens and exit after half-an-hour.)
Ensure that the browser you are using is using Charles/Fiddler - just type news.bbc.co.uk into the browser location bar and see if the "Session" sidebar in your debugging proxy starts filling up with stuff. (N.B this step may fail if news.bbc.co.uk is down, but that almost never happens. Try slashdot.org instead if necessary.)
Assuming you're now connected and Charles/Fiddler is capturing your http(s) traffic, go to the site(s) you're having trouble with. Select the relevant items (they will probably be nested beneath the parent page, and if they failed they will have red triangles next to their names; however watch to see if a new server has appeared, from which they come - maybe something like "assets.example.com" or "images.example.com").
On the right-hand-side, look at the Response pane. If it's your firewall, "Internet Security" software, or some such gubbins, the explanation will probably be there.
If you can't make head nor tail of that:
Look for the tab in the Response pane labelled "Raw" (or something like that). Select all the text in there and paste it here within [CODE]code[/CODE] tags (click on the # thing up in the toolbar to generate those for you). Somebody can probably identify some clue to your problem from that.
N.B.: Ensure that the Response you're looking at is for one of the missing pieces, not for the page itself. Most browsers will let you context-click (right-click unless you're left-handed or use another way, maybe via an assistive technology) on the "broken image" icon and use a menu item called something like "Properties" or "Image info"; the info box resulting therefrom will give you the URL (e.g. "http://images.example.com/tubgirl_hires.jpg") of the image you're failing to get. Use that info to make sure you're looking at the correct information in the HTTP debugging proxy.
HTH

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