When you inserted your image, you probably selected "Link" by accident. Instead, just click "Insert" and it should automatically embed the image.
EDIT:
Also, depending the server you are sending the file across, some servers have a cap on file size. If your file is too big, it can cause errors and data can be lost. This could also account for lost pictures. Try inserting the pictures and resend. If it still loses data, try breaking down your file into separate parts and send them individually.