Fedude, I had the same problem, as I said. I wanted to display all my album thumbnails and link to my albums. I thought the same as you: just use the compact template and it should work.
The ONLY way to do it that I have found (and I do write my own templates), is to create a master album and place all the albums for which you want to display thumbnail images inside it.
When you place the master album on the page it will display all the thumbnails for the albums inside it. This is what I was trying to explain in my prior post, but I guess I wasn’t very clear.
It’s a remarkably simple solution once you figure it out, but it is totally unintuitive.
