Embedded art is an alternative and works too. What software have you used to embed the artwork in the mp3-file you linked to? That one didn’t work “out of the box” but when i embedded the same artwork with VLC to your file it shows up in the Clip Sport just as it should.
Here is step by step instructions for Windows Media player:
Some general information (using MP3Tag as editor):
http://tips4pc.com/computer-gadgets/five-reasons-your-mp3-player-doesnt-show-your-album-art.htm
I will investigate this further but it would great to know what software you have used to embed the artwork.
