If, while using the WMS Connector, an image is not visible on the Web page but an image file is created and stored in the site Output directory, then file permissions for the Output directory may need to be changed.
The Servlet Connector (used by the HTML Viewer, Java Viewer, ArcExplorer Java, and ArcMap) sends the URL of an image to the Web browser and then the Web browser requests that image from the Web server. The WMS Connector on the other hand, does not send a URL, but the actual image. This requires the WMS Connector to be able to read the Output directory, whereas the Servlet Connector does not require such access.
The WMS Connector runs under the account of the servlet engine. In many cases this is simply the account the Web server runs under, but some servlet engines (notably Tomcat) run separately from the Web server under their own accounts. On Windows, Tomcat often runs under the "System" account while a Web server such as IIS will run under the IUSR_<computername> account.