Choosing your DVD Thumbnail(s)
Dub to the DVD from the HDD as normal.
Leave the DVD in and Select DVD - do NOT Finalize it yet
Select Functions - Direct Navigator - you'll see the Title you've just dubbed on the list.
Select Sub Menu - Edit - Change Thumbnail - wind through the disc using Play/Search/Pause until you see the image you want to be the Thumbnail
Select Change - then Exit - Return
Select Functions - To Others - Disc Management - Finalize - and the chosen Thumbnail magically appears.
Unfortunately if you have to make several DVDs of the same event, like copies of a Wedding video you'll have to set the Thumbnail again for each copy - but it works.
I haven't needed it but presumably you can set a different Thumbnail for each video you dubbed to a disc - mine only have one video per disc.
I have also recently discovered Chapter marks and they work well for things like Weddings and other home movie dubs where you want to jump to particular parts of the video.