I use the Program WBFS Manager 3.0 to manage all of the Wii games on my USB drive in Vista, and that seems to automatically download the artwork for any game.
however, im not sure why but the artwork dosent seem to show up in USB loader. But if its just the artwork your looking for, it saves them in => User/Documents/WBFS Manager Covers
Some of the covers are fairly low resolution though and would probably not be suitable for printing off.
EDIT: not sure why i just expected WBFS manager to load artwork onto my harddrive, but obviously thats not how it works, for ayone else that was wondering, you have to create a folder on the root of your SD card called "usb-loader" and a folder within that called "covers" put all of your covers into that folder, and away you go