while you untarred your files, it should also have created these folders:
music (empty to start with)
language (should contain 2 files)
files (safe to delete, I forgot to delete it, but does not crash MultiJuke yet)
data (contain some png files as well)
cache (saving small versions of coverats, hince it empty to as start with)
backgrounds (contain 2 background files)
if not, you might have unpacked the install packeages without folder structor enabled (which is required to get MultiJuke working 100%).
About coverats:
It search for cover.png, Cover.png, folder.png and Folder.png. Do you use a another name screme? This I use is the same as Windows Player use (also folder.png, but have also added cover.png as well)