wp125 install problems

I installed wp 125 to manage 125×125 ads on my site. The ad holders are on the first page. When I go to ads function ->add/edit, it asks for ad image: http:// I first added the banner ad html in its entirety. No ad replaced any of the holders. Then I took out a piece of html and inserted in the ad image window – with the same result.
Yesterday, on another site, I upgraded to wordpress 3.0 and when I went to install the wp 125 plugin on that site, I received a message saying the plugin had not been tested and might not work. That’s why I did not upgrade this site to 3.0. The html code in its entirety:

<p align="center"><a target="_blank" href="http://tgli.de/J0s">
<img border="0" src="http://tweetglide.com/images/2.gif" width="125" height="125"></a><p></p>

The part I tried the second time:
http://tweetglide.com/images/2.gif I checked on the wp125 info site and so deactivatred the WP super cache plugin since it is a known interferent before trying the short code. What do I do (in simple terms)? Thanks