You should create a thumbnail for every color theme. The width of a thumbnail should be 780px. The name of a thumbnail file should be themename.jpg(gif), where themename is a name of the theme directory. Place the created thumbnail file into the root directory of a template.
Other preview images will be converted automatically. But to increase their quality, you can make it yourself. These images should be placed into the root directory of a template.
The names of these images and their maximal sizes are the following:
themename_thumb.jpg(gif) (118,89)themename_icon.jpg(gif) (70x53)themename_selected.jpg(gif) (252x189)