From your post I guess you must know what the code is. A couple of points:
Spelling - the web is case sensitive. If your file is named Image.JPG then that is what you must put in the callout. image.jpg IMAGE.jpg or any other variation will not work.
Folders - if your callout is just to the image file with no folder name then the file must go in the same folder as the html file.
Uploading - don't forget to upload the file to your webspace. People do.
If you still have problems post a link to the problem page otherwise we can only guess.
