Although Windows 7 and Vista supports many more graphics, but it still requires some more image file formats.
You can have this feature on your Windows by just adding the free shell extension ThumbView (lite version).
The installation (download and install the exe file) of this program integrates into Windows Explorer and no separate program needs to be launched.
It will add thumbnail preview for many important graphic formats such as PSD, PSP, TIF/TIFF, PXR, PIC, PCX, etc. You can download ThumbView from here.