I never downloaded the artwork from Apple, I always just did it manually.
Pick an album from your iTunes, shift-select all the songs, then choose get info under the file menu. You can also control-click and select get info from the pop up menu.
You should see a box on the right side for album artwork. Go to www.allmusic.com, select the band, select the album, then just drag the album art over into the artwork box in iTunes.
This is how my mac works, anyway. It should be about the same on a Dell, i hope.