Wordpress Thumbnails

I plan on creating a tube site on wordpress but when i embed videos from videowood/videomega/openload the thumbnails are not generated.Any idea how to make that happen?

On the other hand when i embed from vimeo or youtube everything works fine.Should i use another plugin?if yes which one?

Most video plugins are compatible with Youtube and Vimeo, the one you using now is probably limited to these two. Check with the developer