Ehe, a bit of a newbie question (if it's what I think it is). Don't worry, unless you know what thumb means then it's an easy mistake.
WIndows XP has a system where it generates small preview pictures for larger pictures. These small previews are called thumbnails. XP comes with a default of storing the data needed to quickly generate already generated thumbnails for each folder.
To disable it, just go into a Windows folder (IE 'My Computer'), go to tools then to folder options. There should be a tab at the top of the window that says "view". Click that, then there should be an option in that tab that says "Do not cache thumbnails". Just check that off.
I'm not POSITIVE it will work, since I have found thumnails to be useful and never turned them off, but it should.