How are your songs and albums laid on on your disk? If you have 5 songs, from 5 different albums in the same directory, MC tends to group them together and use the first album art for all of them.
How did you try to assign new album art? It's normally an interactive process, where MC shows you album covers for each album in turn. You select the cover you want and then click on the next album name, select the art you want and repeat.
It's best to do these in medium sized batches, especially if you care about what the album art looks like. That way you can make good selections. If you really don't care what the cover looks like and you just want "something pretty close", you might want to use an external utility, outside of MC to automatically find and populate your album art.
Brian.