To mark an image bad, simply click the red "X" button.  Marking an image bad will rename the image by prepending "BAD" to the front of the image (easily separated from your other images).

When you mark an image as bad, you may wish for it to be removed from the total number of frames you have already captured (so that this number reflects only "good" data).  To perform this operation, simply ensure that the "Decrement" check box is selected: