K.K.
Been there, done that! My son had that problem too. I bought a plastic device to go over the thumb. I believe it was called thumb guard. I bought it from a website...not sure which one. Here I found one on Amazon.... see below. Had great success.
http://www.amazon.com/Thumb-Sucking-Guard-Hands-Medium/dp...
My dentist told me privately, that his teeth were not moving from the sucking, which was great, but I wanted him to stop. So check with your dentist if they see her teeth moving. My peds doctor said they will grow out of it, it is a was to pacify themselves, which is good. That is what I know. Hope that helps.