You can do this by disabling Aero Peek. It won't disable the thumbnail previews, just the feature you described. Do the following:
Click on Start button, and enter "View advanced system settings" into the Start Menu search field. Select the option that pops up with the same name. A dialog window should open straight to the Advanced page of System Properties. Click on the Settings button under Performance. In Visual Effects, click on Custom. The 4th one down should be 'Enable Aero Peek', so uncheck that; you can leave all the other options checked for best desktop experience. Click OK and then OK again, and you're done.