grab tunewiki from the market, it will do it automagically, works pretty good from my experiance.
If you don't like that app, I also found that there is some free software out there called mediamonkey that works pretty on the pc, then use that to sync the music over and it should put the album art in there, might have to search around though, I think there were a couple ways to do it but hope this points you in the right direction.