You want to run a script that will cause iTunes to embed its art into the MP3 files. On the Mac this is super-easy to do.

I actually came up with the original manual method before I ever saw anyone else talk about it and posted it to my blog ( How to embed iTunes album art into mp3 tracks). This works in both Mac OS and Windows as far as I know. But it's really only good for doing one album at a time unless you're a masochist

In iTunes the manual method can be automated with AppleScript which plugs right into iTunes. For Windows you can use JavaScript and I believe I already mentioned earlier that there exists at least one script out there to do this for you.

Let me look for it...