Problem with pictures in thumbnails for music album

[thebabe]

Hi I have this little problem when I try to choose picture with the thumbnails option in windows XP to generate a picture for my music album. During the process of choosing pictures they change from one album to another without me changing them.....it is geting very much on my nerves... Some of the album are not keeping the picture I have assigned them...
Please help me if anyone ad this problem before and have all a happy new year.