- Maybe the cover file is read only - in Windows Explorer right click the cover.jpg, select Properties, at the bottom of General sheet is Read Only property - make sure its unchecked
- Maybe you copied the cover from an insecure zone in which case it could be 'blocked' - in Windows Explorer right click the cover.jpg, select Properties
If there's button labelled 'Unblock' at the bottom of General sheet then click it and it should disappear.
- Maybe another program has opened the cover and locked it, like an image editor program.
Windows does not ship anything to easily determine if a file is locked. The simplest thing I know of is Unlocker - http://www.emptyloop.com/unlocker/ After installing it you should have an Unlocker option in your Windows Explorer right click menu.
So, in Windows Explorer right click the cover.jpg and select Unlocker, it will show what programs have the file open, best thing is to close those programs normally or click Unlock All.
If none of the above then...
BR