How do I create a thumbnail image for a post?

I am not referring to a thumbnail image inside of a posts, rather when I copy and paste the link of my post to facebook it shows the image, Or If I post a video to choose the image I want to use. I dont know how to set the open graph header for individual posts. I have installed SEO All In One. At it adds a title and a description but no option to specify an image.

Any help would be great of a plugin that I could install pleasae.