You are allowed to discuss usage of the tools abstractly: for instance, recommending people do a google search for apprentice alf, just so long as mobileread doesnt suddenly become a place people come to get how-to guides. So don't worry on that score.
As far as your problem goes: how are you transferring the books? If you aren't using calibre, you should be.
- Any book that was liberated from Amazon will have an Amazon ASIN and not display as a personal document; this also means the Kindle expects to see a thumbnail for the cover under %KINDLEDRIVE%\system\thumbnails, and if it doesn't see one, it assumes there is no cover.
- Any book that does not have the Amazon ASIN will show up as a personal document; since Amazon doesn't send you official thumbnails for sideloaded books, a thumbnail willl be extracted from the book and stored with the other thumbnails.
When you sideload an Amazon-liberated book, which retains the ASIN metadata, Amazon doesn't know you need that thumbnail, and you get this exact problem. If you use calibre to send to device, it will also generate and transfer the appropriate thumbnail. I do know that sometimes, trying to overwrite a book causes the thumbnail to get disconnected from the book, but I solve this by deleting, letting Kindle recognize it was deleted, then resending.
Another thing. Well, two actually. First, it's worth noting that all your ebooks can be downloaded to your kindle paperwhite, in addition to the Kindle 4 PC, so if you have a kindle, you don't really need the app for anything.
Second, you DO NOT need to convert your books to epub and back!!! When calibre sends your books to a device, it automatically updates all metadata AND the covers as well. This does not work for .mobi which are very bad at this sort of thing, however it does work for the newer .azw3. And what this does is embeds the cover image into the .azw3 itself; yet the cover you want to change is (I think) the cover view on the book list, yes? This depends entirely 100% on the thumbnail which calibre can create for any file whatsoever!
You may want to check the thumbnails folder, and see if anything is there.