artwork is stored in a database. afaik, the only way to change artwork is to to make an http connection to FSD. you can do this with the 360. iirc, there's a default username and password (think it's xbox) or you can create one. type your 360's ip address in the computer's browser, type in the username and password (can be found in the http section next to the ftp one in settings), then you're in. you can choose any of the categories (i.e. xbla, xbox, etc). you can even transfer games to the hidden category. this is good if you have multi-disc games since the correct disc will always be played no matter what, so you could have disc 1 shown in FSD, and all other discs hidden to prevent clutter.
edit: I don't know about Aurora though. I don't use that nor FS3 (they changed the name from Freestyle Dash to Freestyle with version 3). FSD2 loads a lot faster for me than FS3 and Aurora; otherwise, I'd use one of them. I have hundreds of games, and the database is loaded completely with each version, so I think that's why.
