It can be annoying when SVG files only show up as your browser icon.
It shows as a browser icon as that is a program which has been set as able to open the SVG. You can change the default opening program if you have Illustrator, Inkscape or some other program which can open SVG files. Just right click and select [open with] then there will be some programs to choose from, and a little checkbox to set your choice to always use in the future.
You can install an extension to make SVG files show thumbnails just like PNG and JPG do. Thumbnails is what the small preview pictures are called.
You will need to know if your windows is 32bit or 64bit. You can check by going to [control panel] then [system] within windows.
Then go to this link
The download is free, you will need download it, double click to install it and follow the instructions on the screen.
You may need to restart your computer after installing before the SVG thumbnails will start showing.
Edit: As codeplex above is shutting down you can find an archive of the downloads here