if you are saying you have deleted your the images called sh02-bg1 try clearing your caches..
you can change the view of whats showing in the header images in the template index.php file
If you want to create new header banner for your site, you have to create 3 images like images in templates/ja_rochea/images/headers/ folder.
Name of images are: sh<number>-bg1.jpg, sh<number>-bg2-wide.jpg, sh<number>-bg2-narrow.jpg
For example: sh04-bg1.jpg, sh04-bg2-wide.jpg, sh04-bg2-narrow.jpg
After that, open your index.php file to add name of your header banner in line 25:
If you find the line Array you can add or remove headers (‘sh01’, ‘sh01′,’sh03’, and so on you can delete all but the one you have, or you can add more just remember to mark them out properly… ‘sh06’, remember the commas and quotes and remeber to name the images correctly.
Here you can also decide to display more than one image randomly.
Keep playing at it you’ll get there