iPod - How do I make coverflow work?

I recently inherited an 8gb ipod nano.
It's a really nice toy but it is proving quite frustrating to use.
I can't work out how to get the coverflow to have a picture of the album. Instead it's just got the grey standard icon.
My Itunes has the coverflow running correctly but the ipod just won't do it.
The pictures of the album covers are in the ipod because while I'm in the music menu it scrolls through them in the background.
What do I do?