Figured it out for anyone who wants to know. Open the image you want in Preview and use the select to tool to select the WHOLE image. Hit Apple+C to copy and switch over to your folder, or whatever else. Hit Apple+I to "Get Info." In the top left corner there should be a small image. The same image as the big "Preview Image" below it. Select the small picture in the top-left corner. It should have a blue outline. Hit Apple+V to paste. Your preview image should have changed. If not reply to this and I'll try to let you know why it is not working.