Also, there is a solution to albums where the album art cannot be found with 'Find album info'-
One simple way is to have an album art jpg file in the folder on your pc, which can be around 75x75 - 100x100 pixels, and ideally less than 20Kb- no more than 30Kb, and labelled 'AlbumArtSmall.jpg'. What you do is drag and drop that jpg file into the tracks folder on the player, and hey presto- album art! The disadvantage with this method is you will need to drag that jpg over every time you put that album (or tracks from that album) back onto the player, as once the album is removed, so too will the jpg file.
There is a longer work around which means you won't have to drag over album art, and it 'cheats' the system, but it's not ideal either: Basically, if WMP10 can't find album art, then you have to make it think the tracks are ones from an album it can find album art for, then swap the pictures to the right ones. You do this firstly by renaming the tags of your track to a track that you HAVEN'T got and not likely to have in your collection. Then let it find the album info for the new 'track'. I normally play the track then to make sure it associates the album art correctly. Then come out of WMP10, and get your PROPER album art ready in one window, with the newly found album art in the tracks folder displayed in another window. You need to change all the album art found to the one you have, by right-clicking on the found album art files one at a time, select 'rename', then copy (Ctrl+c). Then right-click on your album art, select rename, and paste (Ctrl+v). This easily renames your album art. Then drag it over to the tracks folder and hold Ctrl, which will leave the original still in the other folder. Confirm you want to overwrite, and hey presto- the found album art by WMP10 has been replaced with your album art. Do this with all the album art files. All you have to do now is change the track tags back to the proper song title etc in WMP10. One thing I have found is that once I have converted files, sometimes the ones I have already done have reverted back to the 'found' album art. I had the idea that the option in WMP10 'retrieve additional information from the internet' is doing this (NOT confirmed), and so I have now disabled this just in case.
Anyway, I have now got album art for every single album and single in my collection, and the player looks great because of it.