Ok thanks. I use a NAS drive so they keep popping up as I access it between my windows PC and Mac
If you want to disable the creation of the thumbs.db on network shares, edit or add this registry entry:
[HKEY_CURRENT_USER\Software\Policies\Microsoft\Windows\Explorer]
"DisableThumbsDBOnNetworkFolders"=dword:00000001
I have this set on my Win7 PC and no longer see the thumbs.db cache files.
If you're not familiar with editing your Win7 registry, google it and heed the warnings about messing around in the registry. Only edit what intend to.