I´m still trying to fix this. Something new I discovered:
If I load the image directly in the browser, writing the URL in the address bar and after this, I reload the problem page and click on the thumbnail of the image I loaded, it works. It seems that when the image is in the cache, there is no problem, but IE6 doesn´t wait to finish downloading the image when it is not in the cache. So the thing is that when I set the attribute src of the image after the page is loaded, in IE6 doesn´t work if the image is not in the cache. Please help!! I don´t know how to explain this to my client.