where is the thumbnail option ?

I cannot see all the thumbnails inmy windows 7 folders , whereas I can see all of them in windows xp.
There appears to be an awful lot of psp icons in my folders. How can I convert them to thumbnails.
thank you for any help
val

For one thing you need to make sure you have the right View.

On mine I see a PSP icons if I use List or details or small Icons. I see the actual thumbnail if I use the other views.