When you uploading a video to YouTube it shows a thumbnail with an image from the video to represent it. If you don't like the thumbnail image that YouTube selects to represent your video, you can choose from a couple others.

To make this change click on the "My Account" link at the top right section of the page.

Then in the Videos section, click on the "My Videos" link.

For the video that you want to change the thumbnail on, click on the "Edit Video Info" button.

You can then select from several thumbnails (YouTube calls the Video Stills) used to represent your video. Click on the one you want and then click the "Update Video Info" button.

It can take up to several hours for this change to take effect on YouTube's site since they do a lot of caching. But the new thumbnail will be used once the cache is expired.