Embedded images in my own mp4 movie videos.

I would like to permanently embed an images to all my mp4 files of my movie collection like itunes does when you purchase a film or tv program. I know you can do it in itunes but is it permanent because i would like to get rid of all the artwork that is floating around in my movie folder on my desktop pc.
Or is there another program that could do the job better.

Thanks for everyone`s input....