Assuming you are using iTunes, you can tell iTunes to get album artwork. If it can't find them all I usually just do it manually, getting the artwork from Amazon. I have heard there are programs out there but I haven't used any.
If you go to the Apple Menu>System Preferences>Desktop & Screen Saver you can select iTunes Artwork as your screen saver. This only works if you are connected to library. If you have your library on an external drive and it isn't connected I don't think it works.
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