In the Film Strip template you need to insert thumbnails which are smaller/clickable versions of an associated larger image.
To add a thumbnail:
Select the item with which you wish to associate the thumbnail.
Click the button located next to the 'Thumb URL' field.
A popup window will display allowing you to select your image. Navigate to the image you want to use, then select the image and click 'Open'.
A popup message will display. Click 'OK'.
The image will now display under 'Thumb Preview'.