sounds like a good clue. The pdftex program only works with .pdf and
.png files, so the other graphs need to be converted to one or the
One thing to check is to erase the contents of the gif and png
directories (or save them to some other place if you want to be
cautious) and download a hardcopy. Now inspect the directories and see
what has been created. It might be that one of the .png files is not
being properly created.
Another test is to convert the .gif files in the problem set to .png
files -- either add the .png versions alongside the .gif files or add
the .png versions and move the .gif files to a safe place. See if that
solves the problem. I dimmly remember that I had to do something like
this at one point as a workaround and I don't know whether that is
still true or not.
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