Hi
What version of VP are you using? It's not too clear what you are describing. Are you loading your clips using the Add Files tab or are you dragging and dropping clips to the bin area? When released (or added) do they appear in the bin as thumbnails At what point do they disappear?
Bear in find that there are different bins for each file type....Clips...Audio...Images...Sequences. You won't see any clip TNs if the Image bin is the one you have open etc.
You might try a re-install.
Nat