This is likely a problem for characters other than commas, but I've just noticed it. I have several classical albums, and album titles such as 'Symphony No. 3, "Title of Symphony"', etc. are quite common. Cover art downloading seems to choke on the comma. The error looks like this:
java.io.FileNotFoundException: /directory/where/I/keep/my/music/Symphony No. 3, /cover.jpg (No such file or directory)
Not really a big problem, as I just skip over the occasional album while downloading cover art. Worth reporting, though!
EDIT: I feel a bit silly for not noticing this, but it's QUOTES, not commas.