Comment 3 for bug 614918

What likely happened was gnome-exe-thumbnailer was attempting to show you the file when it wasn't finished downloading, and then kept retrying every time you killed the process.

When you did the download the second time it may not have been to a visible folder, so gnome-exe-thumbnailer didn't look at it until it was done and you browsed to it, where it finally finished and cached the thumbnail