When clicking the link to the image you mentioned (http://imgs.mi9.com/uploads/3d/16/3d-human-figure_1920x1200_233.jpg) , the browser is actually redirected to an HTML page containing the image (http://mi9.com/wallpaper/3d-human-figure_233/).
When copying and pasting the image URL into a new browser window, only the image is displayed (no redirection).
The owners of mi9.com has probably done to prevent hot-linking: If someone embeds the image on their own website, while the image is stored elsewhere, it is essentially bandwidth theft.
It is not uncommon to use this technique, which is based on the Referer header sent by the browser.
The technique is described in detail here.
This would explain why Google Docs cannot view it - its request to fetch the image is redirected to the HTML page, which Google Docs does not know how to handle.