Three ways:
1) Advanced/"Get Album Artwork" -- Gets artwork for most titles, especially those from iTunes store (and maybe only from them)
2) Do it manually -- "right click" a song and "Get Info"...then copy and paste the picture in that little white box where the artwork needs to go
3) GimmeSomeTune -- If you have a mac, this is the best widget you should get. You can set it up to automatically retrieve the album artwork (via amazon.com) and get the lyrics (from somewhere)
I'm a noob, I didn't know about #2, lol. I am using it atm, it is awesome. I'm assuming it only does the legit ones, like with every album anme the same? Because all of mine are like that. Thanks btw
P.S. Is there a way to get album artwork on an iPod without the copy/paste way?