The next thing I would try is to use an image that is known to work.
Try using this url instead of the one you posted, and see if the image appears:
http://avatarbox.net/avatars/img13//army_squirrel_avatar_picture_45955.jpg?api=SYNO.FileStation.Download&version=2&method=download&path=/video/2010.jpg&mode=open&sid=e3kYlfOEenT8A14B0MNN453413
It works on my Roku, both when using roUrlTransfer, and when using the image url directly in an roPosterScreen. I retrieving it using the Texture Manager as well with no errors.
Whether or not it works should give you more information about what's going on. It's probably not the url format though because the one I gave you which works looks like it's in the same format as the one you've been using.
Also, just because your roUrlTransfer returned a 200 code, it doesn't mean that it retrieved an image; you'd have to dump out the data (use the debugger) to see if it looks like it's in jpeg format, or something else (like a text string telling you what's going on).