Right click on the song you want to change the album art for (or highlight all the songs in the album by clicking the first song, holding [shift] and clicking the last in that album). After they are all highlighted, right click and hit get info. You will see the album art in a small square on the right of the box that pops up. Go to amazon.com, search for that album, copy the picture, and then paste it in that box from the last step.
Should be good to go.
Note: If you want to delete old album art (because I tunes will store both and display newest, double click on the album art box from get info, and then hit the arrow over button in the box that pops up, you can see/delete all or any album art from there.