Leslie, I have used finder and bridge and for some reason, Bridge seemed to always cause my PSE to shut down unexpectedly. When I quit using bridge, I didn't have that problem any more. I know that could have to do with the fact that I have a powerbook that is almost 6 years old (wow, didn't realize that until just now!), but it has just been easier for me to use Finder.
To get the preview pic to show up. Open the preview .jpeg in Preview {control click opens a drop down menu to say open with : choose preview}. then when it opens, copy it [command + C], then go back to the main folder in finder, highlight it and press command + I (for info) and a new window pops up, in the top left corner it shows the blue folder. Highlight the folder and paste [command +V] and the preview picture will show up.
Yes, it is rather cumbersome, and if someone knows something easier, I am all for it. The good news is that some designers that use Macs, their folders automatically show up as the preview picture.
Hope that helps and doesn't confuse you even more!