Go to the Create disc/Content tab.
Highlight the first title. Click the play triangular button located on the lower right of the video thumbnail to start the video playing. The video start playing. Hit the pause or stop button on the player navigation control located on the lower left and move the slider to the right to find the scene you want to display as the thumbnail. Click the sixth button from the left on the player control to Set the current frame as the title thumbnail. Click the X close button on the player to exit. Verify that the image displayed is the one you want on that title thumbnail.
Repeat the above for the second, third, fourth title, etc. if you want to set a desired thumbnail for them.
If you are using a menu that has a Root thumbnail then the video thumbnail you set in the first title will be displayed there also.
Let us know if this gives you the desired result.