Thumbs.db is just the file Windows itself uses to store the thumbnail images of all the image files in the directory. You'll find thumbs.db on a fresh, new clean install of Windows if you've ever used the thumbnail folder view. It's hidden by default, so you might not normally see it, but it is definitely a Windows file.
Sounds like some corruption problems with the files. You may want to run checkdisk. Click Start-->Run, type in "cmd" (if windows 2000/xp, "command" if 95/98/me). At the dos prompt, type in "chkdsk c:" (replacing "c" with whatever drive the images are on. It will tell you if it finds disk problems, at which point you'd run "chkdsk c: /f". This will require rebooting if you're doing this on the C: drive. I'd give that a try to rule out disk corruption.