I've used this for a good while now. Here is another that is useful as it can handle AI, PS, EPS, PDF: http://www.cherubicsoft.com/en/projects/sagethumbs. Ghostscript is required. The PDF support doesn't seem to work all that well however. I have found if you use Adobe Reader, go to File>Open and allow it to build the thumbnails, they "stick" in explorer view. Then just cancel and close without actually opening.
One could always use a thumbnail viewer with svg support, like Xnview or XnviewMP, http://www.xnview.com/en/, which also need Ghostscript. My favorite thumbnail viewer is ST Thumbnails Explorer. It is getting a little long in the tooth, but still works great. It handles most every vector I can throw at it, included CorelDraw formats, (needs Draw to be installed.) It is commercial and for Windows only. It also uses Ghostscript.