Given that this is about thumbnails and not enclosing the actual media item, it's not corrrect to use <link href="..." rel="enclosure"/>. That's for enclosing media items like for podcasts, picturecasts, etc. Flickr encloses the entire media item.
To have thumbnails, you should use the MRSS module:
http://www.feedforall.com/mediarss.htm
Firefox feed preview shows enclosures, but not thumbnails (weirdly, I helped write that).
What YouTube does is create an HTML thingy with the thumbnail in that and put that in the description. I suggest you do something like that. That's very common with podcast-like feeds.
