In fact, the cover art is the "embbeded" image in the song tag.
There is a hidden file with the song and it's unfortunatly a low-res image, for the thumbnail view in WMP.
The only solution is scanning the CD cover or find a mid or high-res image on the Net.
I've choose the 2nd solution and it's very fast and quick.
Then replace the image in BeoPlayer or upload the image in the music folder on BeoMaster 5.
It's a bit annoying but the BeoSound 5 deserves the best, the screen is fantastic.