Thumb.db is is a cache of the current picture in that directory.to remove it go for following

step1 > open "WINDOWS EXPLORER".

2>go to "TOOLS".

3>open "FOLDER OPTIONS".

4>go to "VIEW".

5>see 1st section "FILES & FOLDERS".

6>click on the "DO NOT CACHE THUMBNAILS".

now the thumbnail file will be removed from ur computer once u do this the file will be never created.