Gray box covering my Pictures?

I was downloading photos from my canon EOS Rebel XI and I clicked options to switch from downloading to computer to download to my external drive. After it was done downloading and deleting them off the card I looked on my external drive and half the pictures were fine and the other half had gray boxes over most the image except a bit of the image showing at the top. So what I'm saying is the small tile previews are gray but after i click them they open up fine and display right. I already searched around this site and found an opinion that it may be something wrong with the way it downloaded or the card from the camera but I'm not sure so help me please please!