"Featured Image" Issue

Hi

Please help on this issue, as I am stuck here.
From the admin panel, when creating a new post, then in the right bottom corner, there is an option for “Featured Image”. Please help me to adjust this setting. What ever image and size I insert here, it displays wrongly on the website, it is as if it zooms a little bit in on all of them. How can I find the setting to control the size here?? I want exactly the same size as I set as Featured Image to display.
Please advice…
Looking forward to hear from you guys….
HRB