Html post thumbnail showing box with red x

Hey folks,
I recently found a theme called Nublu which was pretty nice, so I have been messing around with it trying to customize it due to some errors or bugs it had. I do affiliate work and they prefer we post banners within our posts. We use html for our banners. I have noticed when I post an html banner, which I figured was like an image. The thumbnail on my main page that is attached to the excerpts of my posts only shows a white box with a red x inside.(But when I go to my website I can catch a quick glimpse of the image before it changes to the box) When I upload an image it displays no problem. How can I get the thumbnails to display html images too, or get rid of those thumbnails all together? I have a featured slide show which is now displaying the html and images with no problem. Any help is greatly appreciated.