If you are talking about pictures that you keep in a picture folder in My Documents, just open the folder and click on "view" at the top of the page and click where is says "thumbnails".
I once had all the picture file's configured so that the icons was a 'thumbnail" picture of itself. I did it through the registry, but now I cannot rememeber how it is done. Does anyone know. I will print the answer and save for later if I should forget again.