You will have to set manually your profile and cover pictures once they have been uploaded to your Facebook account.
Do not Panic ! Two buttons will be provided to guide you in this maze ?
Please note that if you have choosen a very "heavy" photo to upload, 8Mb from a good camera for example, it could take up to 2 minutes to process
While waiting, why not support this awesome application by liking the page ;)
This first button should lead you to a page with your new profile picture.
On this page, you can just click on "Done Cropping" at the bottom of the picture area.
With your mouse over the cover on your profile page, you should see a contextual menu letting you change your cover by clicking on the first option.
A pop-up window should open, and your new cover should be the top left item to be set.
Congratulations ! You just made it with the help of a few click on Cool Cover ;)
Facebook Applications don't have (yet ?) the permissions to set profile / cover pictures on behalf of users.