You right click the song in the iTunes library then select Get Info (or something like that)
Then there is a section called Artwork. Double click the white bit, find the Image you want then select Open.
TIP: If you want to edit information for multiple items, click the top item, hold down the Shift key then click the bottom item. This will select all the ones in between these two items. Right click any of them and then select Get Info and say yes to getting info for multiple items.
Ross
