You don't have to create your own thumbnails. Thumbnails are generated by the module from your article images which you should upload from Intro image field or Fulltext image field under Images and Links tab at the right side of your Article Manager.
It does not use my FTP to upload a picture.. where can i change this?
based on this generated thumbnail /images/latestnewsplus/imagecache/28bf705afb5d03ca5b937b8d4ffda77a.png then it seems to be worked already. can you post a live url so we can take a look why the image is not there?