Album art on Cruzer Glide

I am in the process of putting all my cds on a Sandisk Cruzer Glide via iTunes on a MacBook Pro. How do I get the album art to show up on my radio (the head unit has that capability). Please know I am not very tech savvy especially on a Mac. If it has anything to do with formatting the flash drive or tags, can you please spell it out because I have no idea about any of that. Thanks!