Several of the scripts and plugins on this site use the GD library to generate verification images. If you are having problems getting a generated image to display, the first step is to make sure your server has support for the GD library in PHP. This small script will tell you if your server supports GD, and if it does, it will list the specific components. For example, some versions of PHP/GD have problems generating PNG files. You can use this script to know if you need to change the script to generate a GIF instead, or if you just do not have support at all for GD.
Download the above file, rename it from .txt to .php, upload it to your server, and open it in your browser.