Ok, I just tried MediaMonkey. Same issue. Here's an example:

Ricky Martin, Life, I don't care.
Andy Hunter, Life, Come on.
Any artist, Life, any song.

I always get the cover art from Andy Hunter album, even if I choose to play the song from the artist or song list.

Any idea? I know I could change the album name to "Life (2)" or something like that, but I guess that's not the way it should be, right?