For when you're playing a DVD disk? Or when you've ripped some DVDs to your hard drive? I don't think there's a way to make Front Row show the cover of a DVD disk. If you put the ripped files in a folder with the name of the movie and include a "Preview.jpg" of the DVD cover in that folder it should appear.
I like to use MetaX, it does a pretty good job of gathering DVD covers and movie details. The only problem is Front Row ignores most of the data, but it looks pretty good when viewed within iTunes, an Apple TV, or other media viewing apps.
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DVD Covers
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