Can't get featured images to show. argh.

Hi there,
I’m new to wordpress, and I’ve been trying to get a theme to work pretty much all day. At first I thought featured images weren’t showing up because of the particular theme I chose, but I’ve tried it on a few of them, and nothing happens.

I’ve searched the forum and google forever, but I can’t find any information that helps me (again, I’m new, so maybe I just don’t really know what to look for in the answers).

I’m currently trying to get it to work on Prana, but I tried Hatch, tdSimple, and Pilot Fish as well, and nothing happens. I host with HostGator… don’t know if that makes a difference at all.

Thanks for any help you can provide. I can’t proceed much further without getting this resolved!