I think I found a solution and answer to my question and problem.
It seems when there are songs in 1 directory which have a different albumname (eg.: 10 files with albumtitle "Compilation 2005 Cd1" and 10 files with albumtitle "Compilation 2005 Cd2") then MediaCenter doesn't group them into one picture/album, instead it generates for every song a picture.
Placing songs with the same albumname under a directory (eg.: Directory "CD1" and "CD2" solves the problem (MediaCenter shows only 2 pictures, for each CD one picture).
Another solution is make the albumname the same for all songs and leave them into one directory and using the mp3-tag 'disc' to identify the different cd's. The mp3-filename has no effect on MediaCenter interpretation of albums, so you can add 'CD1' or 'CD2' into the filename too.
Imho, MediaCenter doesn't look at the discnumber, nor the albumname to identify songs which belong under one albumname, instead it uses the physical directory for identification of albums. Or am I wrong on this ?
Greetz and thx for your replies.