It apparently came from Bob Dean, who writes:

“Is this real? Several years ago I was attending a UFO conference in Mexico City when a Mexican policeman approached me. He had a photo he said was a legitimate picture, he stated he knew it was an authentic photo of a small grey that had been captured by the Mexican Federal police at a crash site.

His sincerity and serious demeanor impressed me. Being as always cautious and somewhat dubious of such situations, I accepted the picture and thanked him for his efforts.

Over the years I have encountered other pictures that I learned were authentic and reflected on the legitimacy of the present picture. I submit this to the viewers as a very likely authentic photograph of a small grey."

Originally posted by internos ATS Post ID 7633706

Picture three ("The grown up ...") has been identified by mexican researcher Luis Ruiz Noguez as a crop from a backstage photo from the movie Intruders (1992)

...some articles about it can be found here:

• “The 3 second Eben”… Intruder
• El extraterrestre de Intruders

Case Closed

Originally posted by internos ATS Post ID 7633706

Picture eight ("This dead alien ..."), was taken from an actual rotting corpse, but a HUMAN one:
warning ****graphic***

Case Closed

Originally posted by internos ATS Post ID 7633706
..and picture nine ("The best thing about....") the worse thing about it is that it was taken from Musings of a Cigarette Smoking Man

You can even watch the scene in which it was shot, and read the full article here:

There are some small differences between the original image and the ones that can be seen in the episode – the eyes and skin color seem to have a different tone, which is probably due to lighting; one of the electrodes is in a different position. The nose, the breathing apparatus and mostly all the other details are exactly the same, however.

The differences are probably due to the fact the circulated image was a promotional shot, centering in the alien, with a slightly different setup. And we are not speculating.

The image was originally published on the web in a now defunct website listing all X-Files episodes, along with images for each episode. This was the image for this particular episode, which is quite important in the X-Files story as it would be the reason for “Deepthroat” to help Fox Mulder and Dana Scully.

The Intensive-Care Unit Alien

Editor's NOTE: So far there is no additional info on the first image being an X-File promo picture other than that defunct website. Medical equipment would look the same. There are too many differences in the two photos to draw a full conclusion at this time.