This has happened to me too, I believe it to be a memory card issue unfortunately. It only happens to me when saving the pics to the card, instead I just get the lightning bolt. I took twenty pictures yesterday and lost them all, so I decided that I wasn't having it any more and went out and bought a Sandisk 32gb SDHC from a reputable retailer.
The card that was corrupting my pictures was supposedly a real samsung card, but either it was faulty or a fake. It looks very real and the hologram on the packaging was good though. I tried formatting it but it didn't work. Also it was very slow to transfer files.
I would try formatting your SD and if that doesn't work just buy a new one or else you will probably be more upset in future when the card corrupts more files
its horrible losing pictures.