Need HELP With WMP and VLC media player?

well before i posted something similar. Well before i used to see a small preview image of the video before playing it, and i thought it was cool, but now it only shows the big orange cones. i really liked the Preview pictures before because i didn't get confused when choosing a video, someone tell me what to do so this happens Again. I think this images used to appear because of windows media player which is great , every-time i downloaded a video it came up with this preview and i used VLC to play the video and everything seemed normal, but now...... well you get the rest. THX a lot to anyone that helps me step by step