[avantman42]

In order to change the cover on the actual book file (as opposed to the book cover in Calibre which is stored as a separate picture file), the book file itself has to be modified. DRM'd files can't be modified by Calibre, so you'd have to remove the DRM first. It's against the rules to give detailed DRM removal instructions here, but if you google for Apprentice Alf you should find the information you need.