Yea the thumbs. files are something that IE created when uploaded the new folders.
No. Thumbs.db is generated by Windows Explorer (not IE), and is not needed. Starting with Vista, the files are mostly centrally located (except for those on remote drives), and even under XP could be deleted with only a marginal slowdown for thumbnail generation.
Personally, I'd go through and delete them by hand in your FTP client.
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