It really helps if you say which operating system and gimp version you are using.
As well as the above excellent advice and assuming you are using windows, it could be that some computer security is stopping the creation of the Gimp pre-view thumbnails.
Use Windows Explorer and find the "Documents and Settings\<your account>\.thumbnails"

- 1.png (2.56 KiB) Viewed 100 times
Is there one? If not, there is your problem.
If there is one, try deleting .thumbnails and gimp will re-create it.
Might just be a cure.
This is only for gimp, windows uses a different system and save in a thumbnail .db file, location varies from XP to Vista/Win7