For performance reason, Windows explorer stores thumbnail of pictures in a cache. This is good but there is a problem. Some time caching mechanism would show incorrect pictures just because update process is not instantaneous. If you want to have thumbnail pictures refreshed every time (mind you, this would be an additional load on your CPU resources), do this:
In regedit, navigate to [HKEY_CURRENT_USER\\Software\\Microsoft\\Windows\\CurrentVersion\\Explorer \\Advanced]
and look for key "DisableThumbnailCache". You may not find it there if this is your first time. In this case, create a new DWORD key "DisableThumbnailCache" and set its value to 1 to disable caching mechanism.