Upload & Sell: On
This issue has nothing to do with "maximize compatibility" or with the inability of Microsoft and Adobe to "work together." Its simply that since the introduction of the Adobe Bridge file browser, Adobe wants users to use Bridge to preview graphics files so they stopped releasing the dll file that enables viewing in Windows Explorer.
In the past the Sitepoint website had the dlls for enabling previews of Photoshop and Illustrator files but that stopped with CS3. So the solution is either to use Adobe Bridge to preview files created with Adobe software, or purchase a third-party codec like Ardfry or FastPicture Viewer. I personally use FPV because it allows previewing a wide range of file formats including Lightroom catalogs, whereas Ardfry codecs are sold on a per file format basis.