If you have a lot of songs in one directory and only one jpg (folder.jpg, for example), that will get used for the cover art. Try moving some songs into another folder to see what happens.
If your cover art is in a single directory, check MC's settings. Tools/Options/File Locations. If that's the case, you can change the location there, and then select a few files and right click to get "Quick Find...".
There are links to cover art topics in the FAQ on the MC11 board.