Thumb.db is is a cache of the current picture in that remove it go for following
step1 > open "WINDOWS EXPLORER".
2>go to "TOOLS".
4>go to "VIEW".
5>see 1st section "FILES & FOLDERS".
6>click on the "DO NOT CACHE THUMBNAILS".
now the thumbnail file will be removed from ur computer once u do this the file will be never created.