saving cover images

Anyody have hints on getting / saving album cover images? I spent hours (as much as I hate to admit it) last week pulling up web page album cover images (amazon, allmusic.com, cdnow,...). Dragged the images from IE onto the CDJ album cover window and dropped them. Really looked great, but now most of them have disappeared. When I look at the info window in CDJ, I see these were stored in c:\windowa\temporary internet files\... Now apparently purged. How do I drag /drop / save these images into the appropriate CDJ directory? Directory in CDJ is ..\album covers.