If I try one particular thumbnail, for instance...
http://www.davelefton.co.uk/thumbs/lrg-6-st-annes04.JPG or http://www.davelefton.co.uk/thumbs/4-fleetwood-scam.jpg
...I get a "forbidden" message, and not that it can't be found. I don't know much about these things, but could that have anything to do with a permissions problem that I've seen mentioned in some other threads about images not showing?