This article goes for the known problem that PSD files thumbnails missing in windows XP.
Well, the procedure is very simple. Download the attached RAR file and extract it to your desktop.
Copy the file PSICON.DLL to this folder : C:\Program Files\Common Files\Adobe\Shell Run the PSICON.DLL.REG to deploy the right registry key.
Check now if you see Photoshop thumbnails.
Thanks to Sigal Yaar for the information.