Cover art for .mkv files?

I recently downloaded a short video in .mkv format and it shows up with cover art instead of the default icon. I take this to mean that there is a way to embed cover art into an .mkv file... However, I can not find anything specific on how to do this after a couple of hours of searching and downloading a few pieces of software (including MKVmerge - which embedded my image, sure, but it didn't display it in place of the default icon).

I did see something that said iTunes can do this using it's tools, but I do not really want to install iAnything on my computer... However, if that's what I have to do, I guess I'll survive.

The reason I want to do this is simply that I rip backups of my DVDs to .mkv and I'd like to have them display the cover art rather than the default icon.

Also, I do know there is a way to display a thumbnail sample of the video, but that's not what I want...

Thanks