Thanks for creating this widget, it's great!

1. In iTunes, play a song without artwork.

2. Access this widget, click the little iTunes logo in the upper left corner.

3. When your artwork appears, click directly on the banner that says "Set as Album Art in iTunes" (I hit info to set my preference to change the current album, and not just the current selection)

4. Done!

Additional notes: Clicking on the album artwork in the widget will launch your default browser, and take you to the Amazon page (if Amazon is set as your preference)
Clicking on the grid icon in the upper right will bring up available choices if you wish to select a different album cover.