When using Windows Media Center, there is a hidden option to make it display a "my dvds" menu item.  As well as DVDs, it also shows all your recorded films.

By default there is no thumbnail image displayed for these recorded films (which end in the "dvr-ms" extension):

image

You can make a thumbnail be displayed  by downloading the appropriate cover art jpeg image, and name it the same as the film's file, but with the ".jpg" extension, instead of ".dvr-ms".

I have well over a hundred such films, and it was going to take all night to download each film's cover from amazon/google, so I've created a program which does it in bulk.  You chose a directory containing your dvr-ms files, and for each film that doesn't already have an image, it looks up the film name in Google Images, and lets you choose the appropriate image:

image 

After you click on the image you want, it creates the JPEG file for the film, and carries on to the next film.  It uses the metadata in the DVR-MS files to determine if the file is a film, and only prompts you for films.

image

You can download the program here.  Download it to your computer before running it.  It is written in C#  and is free for you to use -- use it entirely at your own risk-- feel free to report bugs here though.