I'm running across the same thing, it depends on what you used to generate the Thumbnail. I've been provide with two info locations as follows:
Credit goes to Frank Oquendo & co. for the compilation that I use: http://www.acadx.com , look for ImageView.
http://www.dotsoft.com/programming.htm#acaddpx
Perhaps one of these will work for you.
QUESTION TO ALL (THAT READ THIS):
With both of the above methods, I get a Thumbnail preview of the drawing/detail that is displayed on a white background, how do I get it to show on a black background like it does in the Open command dialogue box???