var request = new XMLHttpRequest();
request.open( "GET", fileName, false );
request.setRequestHeader("Content-Type", "image/gif");
request.send(null);

...........................................

var obj = document.createElement( 'img' );
obj.style.left = ......;
obj.style.top = ......;
obj.style.position = ......;
obj.style.width = ......;
obj.style.height = .......;
obj.id = ......;
parent.appendChild( obj );

obj.src=request.responseText;

try
{
     request = new ActiveXObject("Msxml2.XMLHTTP");
}
     catch (e)
     {
         try
          {
             request = new ActiveXObject("Microsoft.XMLHTTP");
          }
          catch(e)
          {
                  request = false;
          }
      }

      if (!request && typeof request != 'undefined')
      {
           request = new XMLHttpRequest();
      }

request.setRequestHeader("Content-Type", "image/gif");

obj.src=request.responseText;

var attr = document.createAttribute("src");
// Если присвоить урл картинки следующтм образом, то все отлично
attr.value = <урл>;
obj.setAttributeNode(attr);
.......
parent.appendChild( obj );

var obj = document.createElement( 'img' );
img.src = fileName;
parent.appendChild( obj );