I have rotating header images. However, only some of the images are not showing though. Looking at the source code the images that do not display have a ._ prefix (and spaces in the name). My FTP is FileZilla and there are no ._ files in the images/header folder. If I try to make files with this name they do not transfer over to the server.
How do I stop my blog trying to load these ._ files that do not and cannot exist in the server's images/header folder?

I have spent a few days on this... so any help would be really appreciated.

a file that begins with a period is an invisible file. It could be that filezilla doesn't pay attention to files begining with a period or your host has something that prevents you from seeing the files begining with a period.

Try a different FTP program