I had no problems. you can save the thumbs, no prob. I see that if you click the thumbs and try right-clicking to save, all you get is a Flash Settings popup menu. Is that what you are talking about? If so, this is an easy fix. In Firefox browser, right-click the thumb and choose "View Image." It will open the full size pic in a new window. Then right-click from there and save as usual.
Good Luck!!
(I didn't try this in IE. don't know what browser you're using, but it works in Firefox)