Converted DVDs with Thumbnail's

Hey Guys, I was just curious if anyone here knows how to put thumbnails on video files for an iPod Nano (3rd Gen)-(8GB) I already have the converted files, how would one incorporate the Thumbnails so that when you click "Videos" then click "Movies" they would be displayed in there? right now it looks like a greyed out film icon...I'm sure its possible (or not, hehehe) but I just dont know how its done! thanks in advance for any info!