It turns out that getting to the spot in iTunes where you can add the artwork / cover graphic isn't as easy as it could be, and then, as you'll see, there's another complication when you want to actually find artwork.

Let's start where we always start, however. At the beginning.

Here's what you are doubtless seeing on your computer:

Not good, not good at all.

To solve this, you'll want to hold down the Control key on your keyboard while clicking on the name of the video that you're trying to fix. You'll see:

Choose "Get Info" as you can see I'm doing here, and now you'll get the Get Info window, in which you want to click on the "Artwork" tab. It's not very exciting:

That's what we want, though. Now leave that window open and switch to a Web browser because it's time to go hunting, hunting for cover art.

I almost always just pop over to Amazon.com for art, but in rare occasions Amazon fails to have what I seek, and then Google Images helps out.

This time, I'm in luck, as Amazon does indeed have artwork of the cover box from the film The Matrix, as you can see in this snippet here:

Move your windows around so that you can see the Get Info window from iTunes while simultaneously viewing the page in your Web browser that has the artwork you want.

Once you've done that, simply drag the graphic off the browser page and into the big white box in the Get Info window. It'll look like this:

Once you let go of the mouse the graphic "settles" into the image box nicely:

Looks good. Click on "OK".

Now, finally, your video in iTunes has nice cover art:

And now you know exactly how to do it too!