Thumbs.db files can be found on some places on the disk which are not displayed by Windows Explorer. What are these files?
Thumbs.db files are used by Windows XP to display the thumbnails of the images as thumbnails in the folder.
So it is not spyware or code that may harm your computer.
Adjusting the size and quality of the thumbnails displayed
You just have to edit this registry file:
Windows Registry Editor Version 5.00
The size can vary between 1 and 256, while the quality varies between 1 and 100, the values are to change to write in hexadecimal.
To Remove these files
Just disable the caching of the images in windows explorer. To do this:
Open windows explorer> tools> folder options
"View" tab> check "Do not cache thumbnails"