It's probably just a false positive, meaning there is no real threat. Just to be safe, try copy and pasting album artwork from a known legitimate source (such as Amazon.com) and see if it still sets off an alert with your AV. That's unusual.
If this is a song / album obtained from a questionable source, I would delete it if you suspect it to be infected with a virus / malware.
Corey Shuster
2009 Microsoft Zune MVP
My responses come only from personal experience.
