No Pictures on my Video Clips

[chick2]

I recently had a major problem with my PC (Dell and XP) and it went, kicking and screaming, to the Computor Repair Man.

When it returned I had lost most of the devices and settings that had been added over the past few years.
I've managed to get it almost back to how I want it - but something I'd like to see isn't there and I can't figure out why.

There are a lot of Video clips (WMV) in different folders that used to have a 'picture' to identify the content of the clip.
The 'picture' always appeared when I downloaded the clip but now there is only the Windows Logo (circle of blue/green/red/yellow).
Flash clips and Jpeg photos have the 'picture' but not the WMV ones.

I would prefer the 'picture' for ease in identifying each clip but can't figure out how to get them to show.

Any help appreciated.