I dunno why Windows 7 and now 8 always want to delete thumbnail caches at random and often. I have had this problem since the first leak of 7.

For some, the problem may be the Disc Cleanup utility or CCleaner. Mine are set NOT to delete caches but yet I still suffer.

Here is the fix that works on both OSes. I needed it and my guess is you do too:

Thumbnail Cache Randomly Deleting and Recreating