To change images dynamically without a page refresh will require some javascript. I would recommend using jQuery as it's a quasi-standard, ships with Drupal 6 and is very easy to use.
On each of the thumbnails you would add an onClick even that would update the src attribute of the large image. The browser will take care of pulling in the new large image for you.
The followng jQuery-based function will update an img tag with id "large" to use newPath to replace its current src value:
function updateLarge( newPath ) {
$("#large").attr("src", newPath);
}
Also, if you are creating an eCommerce site you should consider using something like Ubercart. You can use CCK to add fields to Ubercart products as per FlorianH's solution, but you also get things like a shopping cart and checkout for free.