Out of interest, why is it that only the first attachment can be made the Thumbnail? Is there not any way to use another attachment as the thread thumbnail?
Just make sure the first photo you upload is the one you desire for an attachment. One thing you can do if you're continually changing out your thumbnail photo is when you start a thread is to make sure the #2 post is by you as well. This still gives you the option to show your work at the very beginning of the thread, but reserves the first post for changing your thumbnail.