I'm just a noob, so sorry if this is common knowledge, or just plain wrong, but I spent some time last night grabbing cover art for 40 or so albums I had already burned, and my searches here mentioned the one by one built in feature, or gotcha covered. Anyway, I stuck with Xlobby's and it worked fine.
So today I decided to rip the remainder of my cd's to WMA lossless, and Windows MP 9 seemed the easiest, so I started popping them in (love the WMP auto start/ auto eject, keeps things flying) and I noticed that all the abum art was being downloaded by WMP9, and placed in the folder with the audio files. I haven't tried incorporating these into Xlobby, but it seems like it's the same type I was grabbing one at a time from Amazon, except no work required whatsoever on my part. These .jpgs are hidden by default, so I had to turn them on, but I thought it was worth mentioning, just in case...
Thanks again for the primo app!