I noticed the same thing as OP, and figured out that the thumbnails were created by GIMP, an open-source image editor. Every image I'd ever opened in GIMP had had thumbnails created under C:\Documents and Settings\username\.thumbnails\normal.
To disable the automatic creation of thumbnails in GIMP, go to Edit > Preferences. The first page to come up should be "Environment". Under the section "Image Thumbnails" is the setting "Size of Thumbnails"- change it from "Normal (128x128)" (hence the name of the mystery directory: "normal") to "No Thumbnails". No further images should appear in C:\Documents and Settings\username\.thumbnails\normal for as long as this option is disabled.