Seaweed,
That preview is based on the zoom extents image capture of the detail when it was saved.
The image capture will include blank space to the left and right (for a vertically oriented detail frame like your example) if the ratio of your visible model space is very wide. The preview that you're seeing is fitting that extra captured blank space to the left and right.
To fix this, when saving a detail, re-size the AutoCAD window so the model space aspect ratio more closely resembles the shape of the detail frame. You can also use the MSLIDE command after to just do this and fix the .sld file that this preview is displaying.
Editing a Detail: Reshooting a Detail Thumbnail Slide
-Amanda