Hmm, sounds strange, haven't had that problem myself.
However, I wish that iTunes was more intelligent with regard to album covers. It should match albums and artists together so when you drop an album cover in, for example, 'Thriller' by 'Michael Jackson' on to any of his sings from that album, it automatically sets all songs with album name 'Thriller' by 'Michael Jackson' to that image.
This would save hell of a lot of disk space!