Including image thumbnails from another site allowed?

This may seem like a really stupid question, but i have been regularly updating a thread on our forum on forumotion with screenshots of an upcoming game, but since all the screenshots were 1280x720 images i had to use thumbnails, so i used the thumbnails from the site with the screenshots they're on. I know the question now is probably gonna be "why don't you ask that site?", well the reason being is it'll take a long while for me to make my own thumbnails (theres about 22 pictures on the thread already) and i basically wanted to know if using their thumbnails was allowed? and if it isn't, and that site complains/notifies forumotion about our forum thread, will we get told to remove the thumbnails/warned or will they just delete our forum?

Which another website is this?

They are from Grand Theft Auto fansites.

It is called hotlinking maybe you should avoid it.
http://www.free-webhosts.com/definition/hotlinking.php