Hi Jason,
That doesn’t sound right. You can get a sense of what should happen over on our testing site (albeit we don’t have many actual featured images in our event data right now):
http://wpshindig.com/events/photo/
Can you provide a little more information – such as a URL where we can observe the problem and can you also indicate if you followed our basic troubleshooting steps (deactivating all other plugins and reverting to a default, unmodified theme)?
Thanks!