I've checked around and I haven't found the answer to this problem:
Uploading pictures seem normal. But when I click on the intermediate picture to view the full-size picture, the window pops up without showing the full-sized picture. There are some pictures that don't even show an intermediate picture. Here's the link to the gallery: http://franklyjason.com/fjgallery/index.php
And I've attached a screenshot of the problem.
Check the pictures are readable and you don't have hotlink protection hiding them.
It was the pictures' permissions themselves. Thanks a bunch!