This isn't possible for MobiPocket. I originally thought iRex ran out of space for icons before they got to the book cover icon, but that does not seem to be the case. There is plenty of room (and other ways to show the cover anyway).
It would also be nice if a cover image could be shown in the contentlister view. This isn't possible in general because MobiPocket Reader does not create a directory for each file like other iLiad applications, at least if you use the standard Books/Mobipocket directory. It is possible if you manage the files yourself from a Desktop PC, see
bookcovers.