I never did get the artwork to show up either. I would suggest using Ultimate USB Loader or the USB Iso Loader GUI by dimok that larrylje pointed you too. If you don't care about the flashy stuff and cool options Ultimate USB Loader is fine but personally I'm with larrylje, I like the one he pointed you to.
I believe Rev9 works. I'm pretty sure thats what I had when I was running it.
Well I know there are bugs with Rev10, not completely sure if they affect the usb loader 1.5 or not. Its hard to keep track anymore, with the switching from one thing to another all the time, :-).
But OP, you should maybe switch to a different USB loader, its not difficult to do, and many of the new ones support direct downloading of covers. I'm not sure if Waninkoko's does or not, but I know the other two stated do.
If you have a wireless connection, it should download it automatically. I'm not too sure otherwise, as I do have the wireless connection and never download the artwork myself...