actually the guys that mentioned "hidden files" are right on .. all that Windows Media Player is doing is adding a hidden file to the folder named AlbumArt{and a bunch of numbers here} .. that is what other users refer to as "embedding" .. that album cover does not magically become part of the mp3 file
and if you just dragged and dropped files into your BB and "it works" it's because you actually dropped the folders .. if you used sync .. WMP move the image with the file (which is cool) ..
IN SHORT .. it is easy to do this manually .. just drop the album cover into the album folder and rename it as "folder.jpg" - then hide it if you don't want to see it there. that's how it works (regardless how you actually get there) .. cheers, AP.