How to get an album cover on your iPhone?

I have an iPhone 4, and I recently got the Hunger Games soundtrack (the CD, I didn't buy it off iTunes) and I downloaded the CD onto my computer onto iTunes and then I synced the songs onto my iPhone. So now the album cover on my phone is just "The Hunger Games Soundtrack: from District 12 and Beyond" how do I change the album cover from that to an actual picture?

GLUE. JUST KIDDING.

In iTunes select all the tracks in the cd, right click, and select "Get album art" or "Get info" or something like that.

In iTunes, select the tracks or the blank album cover square, right click, and try selecting "Get album artwork". If you are lucky, the artwork will show up in a minute or two. If that doesn't do it, right click and select "Get Info". If you get a dialog that asks if you want to edit information for multiple items, you probably want to click "Yes". A box will appear with a bunch of information in it, and on the right side of that should be an empty square that is labeled "Artwork". Leave that there, open a web browser, find an image of the album cover, and drag it into the white box. The album art will be associated with the tracks. You will probably have to re-sync your iPod to get it to show up there.