[Plugin: Cyclone Slider 2] thumbnail template not working

Hello, I was looking for a good responsive slider and came across this one. I must say that Cyclone Sliders is the best I found for responsiveness yet.

Anyways, I am struggling a bit on showing the thumbnails. When I choose the thumbnails template for my slider, it just shows the normal slider as if it were using the default template. This is the slider:

http://msmith.deannaanderson.com/gallery/

As you can see there is no thumbnails. This is the way I want it to look:

http://www.codefleet.net/cyclone-slider/demos/thumbnails-template/

I am using WordPress version 3.4.2 and I don’t have any other jQuery plugins installed on the site besides this one. Let me know please how to fix this.

Cheers and thank you