have heard of the people you mention, although some of us may differ when it comes to our favourite performers/TV programmes etc.
It's not just on the music page that images/graphics don't load - it happens on other pages too. The reason is as stated by mrfield - images and graphics must be included in your web on the server, they can't load if they're still on your hard drive.
Ther best way to deal with this is to create a folder in your web called 'images'. Place all the images and graphics that you are using on the pages into the folder and then place them on the page. I don't know which web design software you're using, but most of them allow you to simply drag the images from the folder to the page - or you can copy and paste them. The design package will then take care of updating the links, so that the image loads smoothly from the folder when the page loads.
I found your site interesting if a little over-busy. It's very tempting to use all those wipes and dissolves, and to make each page have a different background, but it doesn't make for a very professional look. I suggest that you experiment and see how much better the site would look with the same background on each page - preferably a 'quiet' or plain one. Make the font the same on each page, and don't use bold for the names etc. - people will assume they're hyperlinks.
Play around with the look of it and you'll end up with a far more impressive site - in web design simplicity is everything, it's the content that should dominate, not the background and flashy effects.