Windows 7: Custom Video File Thumbnails

After finishing a *.m4v Video Download and placing only said File into into my Movie Folder I noticed the File Icon not displaying the usual Windows 7 Video Icon with an embedded Screencap but the actual Poster of the Movie.

My question would be either:
a) As I like this Idea pretty much I'd like to know how this is beeing done and if it's possible to do this with other files aswell like *.avi, *.mpg, *.m2ts, etc...
b) As I hate to have only one file like this I'd like to know how to revert this to the usual Windows 7 Video Icon with an embedded Screencap in case it's not possible with most of the file types.

Thanks in Advance ¦:}

There is a jpeg embedded in the m4v container. If you know how to mux/demux video files, you can add jpegs to your other videos. I have only seen this done for m4v files, so I am unsure whether it works for other container types. If not, you can remove the jpeg from the m4v container. Here is a good muxer/demuxer for mp4/m4v files - MP4Muxer 0.9.3 - VideoHelp.com Downloads

@ Guntmeister:
Thanks for the reply! Allthough I was not able to get it working with MP4Muxer I somehow got an Idea what to look out for after digging a little more into the issue.

Out of nowhere I got the idea that this might be possible by editing TAGs and to my surprise MP3Tag does the job for *.m4v and *.mp4... For everything else it seems that there's going to be a LOT of converting going on in the next few weeks ( after some more investigation on specific filetypes )