Hi there!
Somehow your post came up in a Google search and I ended up joining this forum as a result, so thanks...hehehe.
As no one has responded to your post yet, I thought I would offer some possible information (which may prove to be erroneous--so keep your salt shaker handy).
Many people use the open source (and free) eBook management program called Calibre to manage their book collections.
Calibre has the ability to add metadata for books in its collection, including cover images.
Someone else will probably come along with a better answer--but if you don't hear anything by the time my own PRS-600 arrives (next week, I hope), I'll probably be able to give you a better answer.
In the meantime, check out Calibre and see if it helps.
Take care!