MODX assumes that all paths that are not full URLs are relative to the MODX site root. That's why it's not finding the images.
Frogabog's method is the correct one, although you could skip creating the setting and just use something like this:
<img src="[[++assets_url]]images/imageName.png" />
You could also create a plugin connected to OnWebPagePrerender that would rewrite all the image tags to point to the correct location, though it would slow page loads a little.
If you want to cheat, though, and don't mind having the images cluttering up the site root, I think that if you copy all the images to the MODX site root, what you're doing now would work.
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PLEASE, PLEASE specify the version of MODX you are using.
MODX info for everyone:
http://bobsguides.com/modx.html