Thumbs.db is a hidden file generated automatically by Windows, you will see it in many folders if you have set the "Show hidden files and folders" option in the "Folder Options" window on. Although Windows mostly generates it to speed things up, some times it is annoying especially when you try to zip a folder or upload a folder using ftp to your site, I have found Thumbs.db in most of the folders in my site and had to delete them manually. If you delete Thumbs.db from your windows folders, Windows will generate it again when you re-open the folders if you have Filmstrip or Thumbnails selected in the View menu of those folders. If the Thumbs.db is considered annoying for you, there is an easy way to stop Windows from re-generating it.

You can choose "Show hidden files and folders", search for Thumbs.db files and delete them all, using the previous steps windows will not generate it again.

How to :

1.Open any folder and click Tools > Folder Options.
2.Click the View tab from the Folder Options window.
3.In the Advanced Settings check "Do not cache thumbnails".