Featured Images in a Gallery

Hello,

Hopefully somebody can help me, I’ve had a look about and I can’t find the answer.

My posts will have a featured image. Only small 100x100px. What I’d like to do is have them collated into one big gallery.

http://justintadlock.com/bookmarks/wordpress

Something that looks like that, but with the links going to the original post. But I don’t want to have to add them manually. A jQuery roll-over that would reveal certain info would be extra awesome, but not essential as I can just make sure the file is named as the post title.

Any help greatly appreciated.