> <http://www.site.com/images/folder1/image.jpg>
> <http://www.site.com/images/folder1/.thumbnails/th-im>
> age.jpeg
> 
> I try to exclude .jpeg, th-*.*,
> */images/.thumbnails/*, etc. Nothing seems to work.
> It still downloads the thumbnails. 


Are those the exact filters you are trying to use?  You need to remember to
prefix each with the a - for exclusion and a + for inclusion.

Quite a bit of info on the Help website:
<http://httrack.kauler.com/help/Filters>

More specifically, you would simply use:

-*/.thumbnails/*