I don't know why that happens on some sites. It could be that Jeff has some kind of thing going on there where if you access the image once in a while, you'll see it, and at other time, not. The best thing to do, if you are going to use this anywhere, is to grab a copy of the Gif image from Jeff's site and upload it to the same location here on your site. I think he has it in his root. However, if you do that, you'll probably need to edit the code for that block to point to the image.
Jim