Dolphin, the KDE 4 file manager, needs a little help in order to display thumbnails of videos. It uses mplayerthumbs to generate the thumbnails. Unfortunately, mplayerthumbs is not pulled in as a dependency when installing dolphin. I don’t know what the developers were thinking. Video thumbnails are integral to any modern desktop. It doesn’t make sense to ask users to manually install an extra package in order to enjoy this feature. Anyway, do a quick
sudo aptitude install mplayerthumbs
on the terminal or search for and install mplayerthumbs in the Synaptic package manager, and dolphin will be able to generate thumbnails for your video collection.