Well, thanks to Lawrence I finally moved the images over. My image file sizes were too big aswell, so thanks for the tips.

Using the same start of file name followed by an underscore adds other images, and not ness of the same item, you can even cross ref with other items.

What I am not sure of is the med and lrg file thing, because, when I added an image to a product it automatically gave me a larger image clickable link anyway from the same image. ie. I could enlarge an image on my website without even having a _med or _lrg file of an image. Is having these files simply a way to keep bandwidth reduced?