Point calibre at your files and it'll quickly (and almost automatically) build a database around your collection, downloading metadata like covers for extra visual appeal. The process starts by letting the program organise your e-books library.
Calibre is an e-book management tool that will quickly bring order to the situation, and help you get more from the format, and (if you have one) your portable e-book reader. Is your e-book collection is a disorganised mess of different formats and competing viewers? It doesn't have to be that way.
