I have installed FFmpeg and videos are converted like it should be, but the problem is when I want to create a thumbnail I get always something as this: http://pic.filehostserver.eu/view/1305/

When I use mplayer I get this:
Error opening/initializing the selected video_out (-vo) device.

With this command: mplayer /home/vid.avi -ss 1 -nosound -vo jpegutdir=thumbs -frames 3

The command mplayer -vo help returns this:
MPlayer SVN-r29543-4.1.2 (C) 2000-2009 MPlayer Team
Available video output drivers:
fbdev Framebuffer Device
fbdev2 Framebuffer Device
cvidix console VIDIX
null Null video output
mpegpes MPEG-PES to DVB card
yuv4mpeg yuv4mpeg output for mjpegtools
tga Targa output
pnm PPM/PGM/PGMYUV file
md5sum md5sum of each frame


So the Jpeg is not installed, but how can I install this? Or how can I make it work to create thumbnails with ffmpeg?

letting us KNOW what distro you are using would help
jpg support IS INSTALLED no matter what distro you are using

also informing us adout your hardware will help , as in what is your 3d card -- if you have one -- ?

what command did you use for ffmpeg ?

This should work:

you can also try '-f image2 -vcodec mjpeg' as options if the above doesn't work.