I know there's a repeated request out there for right-clicking on a grouped set of icons to display a menu, but I couldn't find one for right-clicking the actual preview. That could be because I just found this out tonight.

With the Win7 taskbar, you can right-click a preview image and get the standard Windows menu for the selected window. It's actually pretty handy at times - now that I've found it I've already used it a bunch of times.