I downloaded the code archives and put in in a folder I call my website folder and it is located under my documents. I am still having trouble with the images showing on my web page. what am I doing wrong?

this is the tag that I type to typed to retrieve the divers-circle.jpg image: <p><img src="divers-circle.jpg" width="200" height="162"
alt="A circle of divers practice their skills" /><p/>

to view my web page I click: my document > my web site folder>bubble under.com. Am I suppose to do anything else other than what I have already stated?