Here is what I see MCM currently doing: During a initial scrape, MCM creates (3) fanart-type files (background.jpg, fanart.jpg, and <mediafilename-fanart.jpg>.
Something is wrong right from the start -- fanart.jpg indicates that you probably have version 2.05 and set XBMC compatibility mode to Frodo. filename-fanart.jpg indicates that you have older images here that haven't been cleaned (images generated from a pre-2.05 version of Media Center Master or from 2.05 with the XBMC compatibility mode set to Dharma/Eden).
First issue: If you rescrape artwork (Choose Posters, Backdrops, and Banners), it will only rescrape (save) the background.jpg file. This can currently be worked around by selecting "Create XBMC metadata for all titles" - for which fanart.jpg will be recreated based on what exists as background.jpg. I have confirmed this by independently changing background.jpg from outside of MCM before running "Create XBMC metadata...).
This will certainly happen when switching from Dharma/Eden compatibility to Frodo. You can use the cleaning options to correct this (and with multi-select, you can do this in large batches).
Second issue: Rescrape procedures never update <mediafilename-fanart.jpg>. This file continues to exist only as it was initially scraped with the default image selected.
Yeah, again -- this will absolutely happen when switching between the two modes.
Third issue: XBMC prioritizes <mediafilename-fanart.jpg> as its fanart image before fanart.jpg. Because of this, MCM effectively cannot modify fanart in XBMC beyond the first default scraping.
Et cetera, et cetera: mode changes will cause this.
A copy of your Help -> Support Information would be helpful here (and is actually required before posting) so I could verify your settings and what version of Media Center Master you have, but it sounds very strongly like you generated some Dharma/Eden artwork using a pre-2.05 version of MCM and then auto-updated to 2.05, which now supports Frodo (and Frodo wants different artwork naming).