Issues with covers

Hello,

I get most of my books via download, but I've noticed that putting them on my Kobo results in a few issues.
The biggest one is that when I put the Kobo into sleep, it doesn't show the book I'm currently reading. In fact it shows a completely random one. I tried going to the book that it is showing and closing it, but it shows a new random book instead. How can I get this to display the correct cover?

I do have calibre and I do use it sometimes, but I'm not too sure how to work out certain things in the program, so if that's what I need to use that would be great. I have confirmed that the books I have added -have- a cover and it is the correct cover, it's just not showing when I put it into sleep.