jdc2000--Well you hit much of the nail on the head. The link you provided describes my situation exactly. And Corinne's and Minghung Cho's posts almost solve the issue.
If I open Reader and click File and then Open, the thumbnails are created within Reader for all the .pdf files on Desktop. However if I go back to the Desktop itself there is no change in which .pdf files have thumbnails. Some do and some don't. I guess I will just have to wait and see which eventually get the thumbnail.
Interesting.
Thanks.