Thanks Ryan.
I have putting the full path into the Header Custom Image which I have cut and pasted from the image library. http://vvvvvvv.com/wp-content/uploads/2011/01/Headerimage1.jpg
Though I am reasonably new to WP, I am not a total newbie and am still absolutely flummoxed.
I have taken Flexibility back to original settings.
I have deleted and resinstalled Flexibility.
I have disabled a raft of plugins just in case.
I have cleared all caches many times (working in Firefox mainly).
I have cleared the whole site and started again.
I can go back to one of the standard WP themes and wow, the custom header image appears!
I can get a custom image to stick ok, but cannot change the size. Oddly if I Right Click on that image and go to View background image I get an image of a custom header that I did before I deleted Flexibility from the server. Is it hidden behind the background?? If so I cannot get to it.
My thin hair is now almost non existent but do want to stick with it!