Sorry to be a pest, but I noticed something. If I type something in a new post, then click "Continue" with "I want to preview my post and/or attach a file" selected with a check mark, which is the default, it lets me preview it the first time. But, if I edit it and then try to preview it again, it just posts it immediately. I noticed that the "I want to preview my post and/or attach a file" doesn't default to "selected" the second time. On TBN is selected by default every time. Just a convenience thing!
What browser are you using? Because... on IE6, it works for me. It's always checked when my preference is to preview posts. And, if my preference isn't to preview posts, but I check the box on the first post, and then edit some more, it's still checked.