When you say "red cross problem", I assume you mean images are not appearing in the web browser and instead you see a little red X where you should see an image. Some tips:
1. Check the error log in the site admin area.
2. Use a tool like Firebug to look for network or javascript errors in the browser.
If you give me the path to your gallery, I can do #2.
Roger Martin
Creator and Lead Developer of Gallery Server Pro