Hey! Just to make sure, are you using saithumbs-x64.zip or saithumbs-x86.zip? When you extract the installer files and run the installer, is the .dll located somewhere stable such as next to your Sai installation folder?
Have you tried clearing your thumbnail cache? You can clear your thumbnail cache by running "Disk Cleanup" and selecting "Thumbnails" before cleaning. This should get Windows to re-generate all of the thumbnails entirely and invalidate any that it may already have.