Thumb.db is is a cache of the current picture in that directory.to remove it go for following
Step 1 : Open "WINDOWS EXPLORER".
Step 2 : Go to "TOOLS".
Step 3 : Open "FOLDER OPTIONS".
Step 4 : Go to "VIEW".
Step 5 : See 1st section "FILES & FOLDERS".
Step 6 : Click on the "DO NOT CACHE THUMBNAILS".
Now the thumbnail file will be removed from your computer. Once you do this the file will be never created.
Step 1 : Open "WINDOWS EXPLORER".
Step 2 : Go to "TOOLS".
Step 3 : Open "FOLDER OPTIONS".
Step 4 : Go to "VIEW".
Step 5 : See 1st section "FILES & FOLDERS".
Step 6 : Click on the "DO NOT CACHE THUMBNAILS".
Now the thumbnail file will be removed from your computer. Once you do this the file will be never created.