I've just noticed (thanks to this post) that I, too, have no thumbnails from PDF files (on the same setup). This is most likely linked to the problem in Outlook 2007, where the PDF Preview Handler has a problem with Vista x64.
This is a problem from Adobe's PDF Reader. I've seen suggestions of uninstalling it and getting Foxit PDF Reader instead, but I prefer the Adobe reader - it's much more slimlined and the new version is so fast to load (with Foxit, they seem to every button you could possibly put in the program on one toolbar:
http://www.foxitsoftware.com/pdf/rea...eader23scr.jpg).