Icons for PDF files in Windows Explorer

I'm a bit puzzled as to why I sometimes see a nice icon for a PDF file in Explorer which shows me a miniature first page of my document. This is incredibly useful. Some applications which produce a pdf file seem to do this and others do not. For instance if I use Microsoft Office to create the file I do not get the picture, just the standard PDF twirl symbol which is the same for every file. Other applications like for instance the scanning application provided by Brother with its printers create a file which displays the miniature picture. Can anyone enlighten me as to why this happens and is there anything I can do to my Office created files to have the miniature picture shown in Explorer?

Thanks, yes that seems to address it, but do you have any idea why it only seemed to affect some of my PDF files - I could see the icon for some PDF files but not others!