Wrong cover files association.
I finally found the solution.
The problem is in the cache.
By default, the cache is located in C:\Users\your_user_name\AppData\Local\Temp\ (You can verify, if it that's the case for you in Options\General\Temp Directory)
The cover arts are stored as BMP files in the subfolder MMCache1496748509_1 (at least for me; if it is not the case for you, the file name should start with the same letters)
Check that folder in your Explorer and examine it with the Thumbnails View. Find the covers that have the wrong association and delete them and restrat your MediaMonkey. I've found that is the safest way to operate so as not to dammage the MediaMonkey Database.
Should you want to add cover art, you should use an application like MP3TAG or better yet, Tag&Rename. Ther you will be able to incorporate your cover art (and much more, like the Lyrics) directly in the ID tag of the file (ID3v1 tag or whatever). That way, most audio players will be able to associate the cover arts (and lyrics) as this tagging is integrated within them.
Hope that will help you!
