Give moviethumbnailer a shot. http://moviethumbnail.sourceforge.net/

Simply extract the zip. Then drag your video file to mtn.exe and let go. It will automatically make a preview of the video file you dropped on it, and save it in the same map you got the video file from. This also works for full directories, just drag them and let them go on mtn.exe, it will create previews for all of them.