procedure TMainForm.MyThumbnailProvider(const Path: Unicodestring; Width, Height: Integer; out Bitmap: TBitmap);
begin
 Bitmap := TBitmap.Create;
 Bitmap.LoadFromFile('X:\Images\dummy_thumnail.bmp');
end;

procedure TMainForm.FormShow(Sender: TObject);
begin
  TJamThumbnailExtractor.SetThumbnailProvider(Self.MyThumbnailProvider);
  ...
end;