I had a little trouble figuring this out, so i figured i would write this up.
1) install XBMC4GAMERS
2) launch it and setup your profile
3) go to settings, the downloader
4) update/install URL downloader (this is auto)
5) go to artwork
6) install XBOX artwork installer
7) when asking where to install it, install it into E:\apps\
8. Use the left arrow to switch from games to applications
9) Run xbox artwork installer
10) Reboot and your artwork should be there. Give it some time as it caches everything.