I actually noticed a small detail about vista thumbnail, but i'm not sure if it will be of any help to fix this bug. Anyway here it is: when you start winamp and you alt-tab during its startup you can actually see the thumbnail you normally see when you alt-tab or hover over the program in the task, but when winamp finishes loading/starting it becomes the little lightning icon again.
In short, when you start winamp, you can see for a few seconds the image. Maybe it has something to do with a plugin or something like that.
Hopefully this will help fix the problem!