Yout first link has an HTML extension, so I don't think WP will recognize it. Try this link for the direct JPG image:
http://www.dpwt.com/jpgcap/capture/9136315.13.jpg
The second link says it expired, so if the link itself changes everytime the image is updated by them, WP won't be able to use it since what WP does is take a copy of the same file over and over assuming that the same file is updated with a new picture.