It may look like this :.
If you put every movie in a separate folder , get the album art , place it in the folder , and name it Folder.jpg . Like this :
How to get the album art? you may scan your DVD cover inlay card , you may download it from google image search , or there are some Media Center extentions that can obtain metadata online .... I am not that familiar with the last option . I do it manually .
EDIT : I do one more thing . I edit the album art size to a square resolution , so that it look even cool in explorer, too