HTML validator

I have used the HTML validator on my new index.htm web page.  When I put
the code:
<p>
    <a href="http://validator.w3.org/check?uri=referer"><img
        src="http://www.w3.org/Icons/valid-html401"
        alt="Valid HTML 4.01 Transitional" height="31" width="88"></a>
  </p>
on my web page it works when testing.  When I upload the code becomes
  <p><a href="http://validator.w3.org/check?uri=referer"></a></p>
and nothing shows.

The W3C CSS gif and linked url works fine.  The HTML one does not.  I have
found this same error on someone else's web site.

Should I be using something else?
I saved the gif and changed the img src and it still did not work.

Thanks for your help with this.
I am very committed to making an accessible web site.

Michelle