Summary of issue at hand:
I am using the latest version of Yahoo Music Jukebox (Windows Media Player 11 installed) with a Yahoo Music Unlimited ToGo Subscription. The album art appears in the Yahoo Music Jukebox but does not reliably transfer to my Sansa Connect. The album art transfers less than 50% of the time.
Examples of albums with album art in Yahoo Music Jukebox but not on my Sansa Connect:
East Infection by Gogol Bordello
Live Phish 17: 7.15.98: Portland by Phish
Plans by Death Cab For Cutie
Examples of albums with album art in Yahoo Music Jukebox included on my Sansa Connect:
Stubbs the Zombie Soundtrack
Sky Blue Sky by Wilco
American Beauty by the Grateful Dead
I have submitted requests for assistance to both SanDisk Technical Support and Yahoo Music Technical Support.
Yahoo Music Jukebox Version:
Yahoo! Music Jukebox (2.2.1.039) (Aug 28 2007 13:04:27) en-us