Quote when I insert cover art in jpg format saved in same directory as film in mp4 format it works however when I reopen Power dvd the art work has gone ??

powerdvd's cover art that shown in its movie library is not what you embeded in a MP4 file.
It is from moovielive online movie database, or you add manually using powerdvd's cover art feature (right click on the movie you imported in the library to set custom cover art). The cover art does not require to save in same directory. You can select one from any other folders on your hard drive.