It might be due to no jpeg support.
Try this example, that should give you a PNG image:
<?php
//random_number.php
$img_number = imagecreate(100,50);
$white = imagecolorallocate($img_number,255,255,255);
$black = imagecolorallocate($img_number,0,0,0);
$grey_shade = imagecolorallocate($img_number,204,204,204);
imagefill($img_number,0,0,$grey_shade);
ImageRectangle($img_number,5,5,94,44,$black);
ImageRectangle($img_number,0,0,99,49,$black);
$number = get_random();
Imagestring($img_number,9,30,15,$number,$black);
header("Content-type: image/png");
imagepng($img_number);
function get_random()
{
srand(time());
$max = getrandmax();
return rand(1,$max) + rand(1,$max) ;
}
?>