Thanks for your reply.
I figured out that it has something to do with the friendly URL of my application.
I'm using the one from iFinity, http://www.ifinity.com.au/Products/Friendly_Url_Provider_For_DNN/
However, it should not render a non-existing image in the first place..?
I found this part of code in the HTML source:
... workimg="/dnn_site/DesktopModules/Forum/Themes/Default/Images/s_dnnanim.png" ...
where s_dnnanim.png is not there in the first place (?)
Thanks!