That's because you looked at the image, it was saved in your browser cache, then when you looked at the preview, it grabbed the image from the cache again.
But when we look at it, the website that the image is on notices it's not being accessed from the 3D Realms site. So it shows Uncle Duke instead.
It's a problem most of us have faced at one point or another. So it's generally a good idea to upload images to Photobucket or some other place you know allows remote-linking and then link to that.