TSGL: Customizing folders XP

[Sylvia Gould]

XP Home Edition.

Right click on folder/Properties/Customizing. It says I can put a picture 
on a folder to remind me of the contents. Someone told me it had to be small.

I can't make it work.
I choose a picture, (as small as 8.16 kb), the preview shows it, I click on 
Apply and\or OK, nothing changes.
What am I missing? Doesn't seem to matter whether I choose Pictures or 
Photo Album in the top slot.
Thanks
Sylvia Gould