Pretty easy actually. The great thing about XP is that pretty much all its features are optional: if you don't like 'em you can turn 'em off (the crash reporter, for instance). The only problem is working out WHERE you turn them off.

Thumbs.db is an individual forder's thumbnail cache: a series of pre-rendered preview images generated when you first set a folder's view as option to "view as thumbnails". This file is there so XP doesn't have to generate thumbnails every time you view a folder. However, if you've got anything over a 1ghz PC you'll find that the time saved by this is fairly negligible compared to the grief involved in all these bloody files being generated. Here's how to get rid of them for good:

1. Open up Windows Explorer.
2. From the menu, select Tools and then Folder Options...
3. Click on the view tab.
4. See the little scrolly bit marked Advanced Settings? Good. The checkbox for getting rid of Thumbs.db is here. It's marked "Do not cache thumbnails." Make sure you tick it.
5. Click "Ok". Now no more Thumbs.db will be generated.
6. Now to get rid of the ones that you've already got: run a search on all your drives for thumbs.db. Select them all and delete. Voila.

No problem!