The small gear was probably Exploded after extruding the profile, thus making it an ACIS Solid. You can change its thickness in the Size Z field of the Inspector Bar (if "Allow Axis Scale" is enabled in Options>ACIS). Be aware that the Reference Point will not move when you do so. Therefore unless you change the default RP, the upper face will move upward and the lower face will move downward if you increase the thickness. To avoid this, you can move its RP to a vertex on the lower face before changing thickness.