I've been trying to solve this problem I have with simple image gallery pro. It creates the galleries, and sometimes it even creates the thumbnails. But often it simply refuses to create the thumbnail images. I suspect this is related to the number of images in the gallery.
So, how do I kick it and force it to make the thumbnails?
Here's an example gallery with no thumbnails:
www.briandettor.com/index.php?option=com_k2&view=item&id=117:julis-50th-birthday-party-bash&Itemid=183
I've tried deleting it, manually uploading, etc. No matter what, no thumbs. I've created other galleries after this one (with fewer images) and it works fine.