Here is how I do it. I am sure there are plugins for firefox.

I am on windows.

I hit the print screen button. This puts the entire desktop into the clipboard as a huge @ss image. For me it is 3160 x 1050 since it grabs the entire desktop.

I pull this into paint.net and crop, then resize it to the image size of the theme thumbnail, which I don't know off of the top of my head. maybe 120 x 90? Save it as a png named "thumbnail" put it in the directory and you are done.

Select my browser window...grab...open file in Adobe Fireworks and re-size save as Scott mentioned. There are probably a dozen ways to do this.

1.Visit your website with the theme.
2.Use the print screen button and it takes a screen snap of your desktop
3.No go and start your favorite image editor and right click and paste ( it should paste the screen snap )
4. Resize it as you like it ( make it 120 x 90 )
5. Save it as thumbnail.png
6. Put it in your theme's directory :)

Thats all :)