Some pdf files have a nice preview thumbnail in Windows (7) Explorer, e.g. those produced by my the software of my scanner:

For my LaTeX files produced with pdfTeX, however, it just shows the boring Adobe symbol:

Is there a way to make sure to get these thumbnails via pdfTeX? A package, hyperref option, . . . ?
I have to admit, I'm not even sure if it really depends on the producing software; the scanning software seems to get it right every time, but then again there's a tool apparently fixing this problem (haven't tried it yet), which hints at a problem on Adobe's side. Any clarification is appreciated.
Edit:
The problem is not getting the inline preview pictures of pages.
Looking at PDF-Versions and producing programs, this actually seems to be a flaw in Adobe Reader's production/display of thumbnail pictures (cf. comments). Taking this into consideration, the question is: Can AR's behavior be influenced in any way or are there any "rules" according to which it behaves?
