Saw this trick in OMG! Ubuntu today. You can check out the original article here.

All you have to do is enter the following three commands in a terminal.

• wget http://a.imageshack.us/img135/8666/thumbnailframe.png

• sudo mv thumbnailframe.png /usr/share/pixmaps/nautilus/thumbnail_frame.png

• killall nautilus

And check out the improved look in nautilus thumbnails. What this actually does is changing the default border in the thumbnails to a more 3D looking one.