[CaptainKen]

Your file needs to be the collection name that the collection is called in XBMC.
<collection name>-poster.jpg

No, folder.jpg and fanart.jpg should work given his folder layout, which probably means his filenames are not configured correctly in MSAA (his screenshot unfortunately chops all of that off)

Might it be that he has MSAA configured to look for poster.jpg, when he is in fact using folder.jpg?

Changing the Poster setting to "poster.jpg, folder.jpg" should then work. Not sure what he has for fanart.jpg though, and I' ve no idea what "Pochette" is either - Google translate tells me it's "wallet"...

@Redox: Posting another screenshot with the second (bottom) half of the settings would be helpful.

If I click on Artworks Source (Source des Artowrks) nothing happens.

Nothing is meant to happen, it's just a tab with the name of the current settings panel (of which there is only one panel, and one tab...)

Pochette = cover case

If what the others have suggested doesn't work, then the following points have helped me fix the same issue you are having.
- Highlight Collection and press the "I" Info button and Backspace to force a refresh
- Go into "Movie Sets" and press DELETE button on the set. A spinner will appear, artwork will appear in few seconds, but set will not be deleted. This causes some kind of unique refresh.
- Make sure the fanart and poster are jpg, not png, jpeg or any other format
- If you create a jpg with a transparent background it won't be recognized, therefore you have to modify it by giving the background a color.
- Check the file permissions
- Make sure the Read-only or Hidden file attributes are not checked
- Make sure within the file attribute window that there isn't a Security Block:
"This file came from another computer and might be blocked to help protect this computer."
- Run "texturecache.py C sets" to recache
- Run "texturecache.py jd sets > LogFilePathAndNameHere" to see what artwork is being used for the set
- Even though MSAA is supposed to drill down and use fanart and poster from a movie in the set, if none exist for the set itself, sometimes you must have actual artwork for the actual set.