Jquery each() Counter

I've done some searching around the documentation, and spent a while on the net but cannot find a solution to this! I want the alert to tell me which iteration of each() it was on when the .thumb is clicked.

EG: There are six .thumb's I click on number 3, the browser pops-up 3!

What actually happens is regardless of which .thumb is clicked, 6 pops up.

var counter = 1;
$('.thumb').each(function () {
    $(this).click(function () {
        alert (counter);
    });
    counter++;
});

Any help is gratefully received.