Custom Headers not Always Displaying

I decided to use my own custom headers for this theme. As the directions in the “Theme Options” state, I found the “header” folder under images. I deleted the default headers, and replaced them with mine (only 1 jpg). Now when I go to the website, the header will appear only sometimes. It’s about a 50% chance that the header will appear. Usually the header will appear if you refresh the page about 2 or 3 times. The space where the header appears does not collapse if the header is not displayed.

I did not change any other option in the “Header Image” section of “Theme Options.” I also have not changed any PHP that I believe would affect the header or the image.