The security settings of an applet can prohibit the applet to link to cross-domain resources. This means that an image on the same server will work, but linking to an image on another server will not. Your options are:
Leave the image in the message as it is. It will show up 'broken' in the preview, but the image will still be shown in the sent e-mail (if your e-mail client allows you to see images).
Switch to a more trusted applet. You can do this by changing the Viewer and Workflow Applet preference via My WebCenter> My Preferences under Viewer Preferences. The "Signed (Sandboxed)" and "Unsigned" values are the more restricted ones. The "Signed (not sandboxed)" value will allow you to see the image.