Here's a sample from where the problem begins:
Item 1 seems to be just fine but at a closer look it can be seen that it points out for the preview image to:
src="http://www.adrianmoisa.ro/zp-core/i.php?a=videouri-aerografie&i=bmw-tunat-aerografiat[b].txt[/b]&s=480"
That's why the image is missing.
`
<item>
<title>Crayon studies (Schetches and drawings)</title>
<link><![CDATA[http://www.adrianmoisa.ro/schite-si-desene/studii-creion-001.jpg.php]]></link>
<description>
<![CDATA[<a title="Crayon studies in Schetches and drawings" href="http://www.adrianmoisa.ro/schite-si-desene/studii-creion-001.jpg.php">[Image:
http://www.adrianmoisa.ro/zp-core/i.php?....txt&s=480]</a>
]]></description>
<category>Schetches and drawings </category>
<guid><![CDATA[http://www.adrianmoisa.ro/schite-si-desene/studii-creion-001.jpg.php]]></guid>
<pubDate>Wed, 09 Jun 2010 23:37:09 +0300</pubDate>
</item>
`
Item two and the following ones present the same problem except that this time the link syntax is corect, not so the adress:
src="http://www.adrianmoisa.ro/zp-core/i.php?a=schite-si-desene&i=studii-creion-[b]001[/b].jpg&s=480"
`
<item>
<title>Crayon studies (Schetches and drawings)</title>
<link><![CDATA[http://www.adrianmoisa.ro/schite-si-desene/studii-creion-002.jpg.php]]></link>
<description>
<![CDATA[<a title="Crayon studies in Schetches and drawings" href="http://www.adrianmoisa.ro/schite-si-desene/studii-creion-002.jpg.php">[Image:
http://www.adrianmoisa.ro/zp-core/i.php?....jpg&s=480]</a>
]]></description>
<category>Schetches and drawings </category>
<guid><![CDATA[http://www.adrianmoisa.ro/schite-si-desene/studii-creion-002.jpg.php]]></guid>
<pubDate>Wed, 09 Jun 2010 23:37:09 +0300</pubDate>
</item>
`
Hope this will help you to spot the faulty code.