PROBLEM:
Windows does not show thumbnail images of WMF images, as required on page 39 of "GO! With Office 2007"

THE SOLUTION: There is nothing wrong with your computer if you don't see previews of WMF images -- continue with the assignment and ignore the anomaly. You should be able to see previews of other types of images, such as PNG, GIF and JPG.

UPDATED INFORMATION: The lack of WMF support may be limited to Vista. On a fully up-to-date Windows XP machine, I did see WMF thumbnails, but they do seem to be unavailable on Vista.

I have not been able to find any official document from Microsoft that fully explains the Vista's lack of WMF support.

A few years ago, a well-publicized security problem was discovered related to the GDI code in Windows that handled WMF files. This vulnerability required several different fixes from Microsoft, and was an issue during the beta phase of Vista development. Apparently for this reason, native support for WMF files has been removed from Vista.

I'm not sure when this happened, but I suspect that when this problem occurred in the final hour before Vista's release, Microsoft decided to abandon native WMF support because they did not have confidence that they could fix the security problem once and for all without a delay in Vista's release.