Hi.
The key with working with KMZ files is opening the KMZ as a ZIP file
in WinZip or whatever then looking at the file structure and making
sure the relative URLs in the links match the structure. Sometimes the
links get mismatched.
The tutorial Josh listed above should help to understand the structure
of a KMZ file.
The KMZ basically mirrors the structure of a webserver document root
and its root "doc.kml" file is essentially like a web page that
includes embedded images.
Sometimes KMZs appear to work on one computer simply because the
images exist at the same relative level as the KMZ file itself and the
images are being fetched from the local file system and not from the
KMZ file so it doesn't work when the separate image files are no
longer present on another computer.
--jason