Hi Brian,
Welcome to Apple Discussions!
Whilst OS X doesn't have the exact same feature as XP in this respect, there are a variety of solutions:
1) Import all your photos into iPhoto: this was included as part of the iLife suite, and is intended to be the primary method for viewing your photos in OS X. As you've just purchased your Mac you'll have iPhoto 6, which has a great number of features that make viewing your photos simple and efficient. If you don't want to use iPhoto, try
Adobe's Photoshop Elements or
KavaSoft's ShoeBox, amongst a plethora of others.
2) Go into List view in the Finder (selectable from any window's toolbar, from the View menu or by hitting Apple-3), and turn on the Show Preview Column option in View Options (also in the View menu). Then, whenever you click on a file (eg. a photo) a thumbnail will appear in the right-hand column.
NB: Show Preview Column tends to be on by default on new Macs.
3) Give all your photos thumbnail icons instead of generic icons, then go into Icon view (Apple-1) and ramp up the icon size. The Finder usually adds a thumbnail to image files automatically, but not always. To force a thumbnail onto an image file try using
CocoaThumbX (freeware), or a similar utility.
4) As only a recent user of Tiger, this one's just come to my attention. Select all the images you want to view, right-click for the contextual menu and choose "Slideshow". The first of the images will fill the screen, and you can then scroll through them using either the mouse and the bezel that appears, or by tapping left or right on the cursor keys. The bezel also lets you choose "Index Sheet", which will show you every photo at once in the form of a selectable thumbnail of each photo you've chosen to view in the Slideshow.
Hope you find one of these alternatives satisfactory.
SiR G.