A few other useful (I hope) tips:
1. This won't appear in theater mode, but in the regular interface where you have an artist picture, if you come across a particularly good one, you can right click it and select "Save Artist Picture" to save it to the right folder. It will populate with the artist name, and you can add the _1 etc to save multiple pictures this way.
2. If you find your own pictures, you can copy them (from the web for example) and paste them in the same space as above to save them.
3. If you have multiple artists in the splitter, it will cycle through them when a song is playing. For example, if I have Wings as an artist and Paul McCartney, Linda McCartney, Denny Laine also listed as artists in the splitter, it will find pictures of the group and also those individuals.