There are a bunch of discussions on this already, here's a useful one:
http://communities.ptc.com/ideas/1761#comment-8877
Also, please vote up this Idea so PTC fixes this issue:
Use a BMP instead. The OLE engine is flaky in Creo. I can have a BMP show perfectly until I hit a magic size and poof; gone. In modeling mode, I have had files corrupted. Please report this to PTC customer support by logging a case.