Set featured image not working

Set featured image not working for me, either. Things I’ve tried:
Deactivating all plugins
Reinstalling WordPress
Reinstaling Theme
Clearing cache & cookies
Reviewed http://wordpress.org/support/topic/troubleshooting-wordpress-35-master-list and did the things I could understand …

I am working in preview dns .. GoDaddy .. is that maybe the issue?

Any suggestions (no expert lingo, please)?

http://cdmfoundation.org.previewdns.com/

Thanks!