SD icon is on all my pics in my gallery. Why? And how do I get rid of it?

Thanks. But that didn't help. Any other suggestions? Does it mean that maybe I need to transfer my photos to my card? Sorry not too tech savvy:)
 
It's showing the storage location of the photo/album. Pics/albums with the icon are on your memory card, pics/albums without the icon are stored in your device's memory. When you actually view a picture in full screen, the SD icon should disappear.

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