Is there any websites where I can download albums with the artwork onto my iPod for free?
Just go to Wikipedia and search for the album. It will usually have a copy of the artwork on there. Do a right click on the image and copy it. In iTunes, right click on the album, go to get info and paste in the image in the box on your right.
Cherrypie.com I use it all the time
www.imesh.com and well in finding an app by which I can directly download songs through my iPod with artwork but couldn't find one :(