To make a thumbnail for a gallery that is a collage of images in the gallery, you'll need to:
1 - Make a collage thumbnail yourself (best if you size it down to fit in a 160px by 160 px square)
2 - Upload this collage thumbnail to the gallery
3 - Make it the representative image.
4 - Hide the thumbnail from public view.
You should end up with a thumbnail in the gallery which only you can see, but everyone will see it as the gallery's thumbnail.
This is the technique I used to make the "June 2003" gallery thumbnail in my picture a day gallery:
http://www.pbase.com/tamn/picaday
Hope this makes sense,
-Mike