Are your mp3 files on a NAS or PC? Then just do the folowing when streaming via PMS:
Make sure the mp3's all have the art in the mp3 itself. So not just the folder the album is in but per track. You can do this with all kind of tag progs. I use mp3tag (freeware).Make sure the album art is not bigger than 100kb
(size isn't that important though I keep them 300x300), when done you will see that the album art is showing while playing your songs!
(PS: the only other option, which really isn't one, is to put the mp3's on the HDD of the PS3 itself, then they'll show as well, I'd go with the PMS solution!)
Hope this helps buddy!
[EDIT] reading it again I wonder if this is really an answer to your question, but than again, it might help others...)