Best thing about this trick is it does not require any special/extra sotware to be downloaded.
Step 1: The Only Step
Copy the album art image you want to add.(squre image preffered)
Open windows media player (Yeah the one that comes with your windows OS)
search for your song and locate it in library(see the image)
right click on the songs album art that maybe default or one you don't like and select 'paste album art'
Thats it! now you have new album art for your songs