I have a great book called "Nursing Jobs" or something like that. It explains cover letters, CVs, and other job application related terms.
A cover letter's purpose is to sell yourself to the company. If you've ever done any research, volunteer work, etc, you can include it in your cover letter.
A cover letter is perfect for (respectfully) bragging about the special things you've done. By the end of it you want the reader to think "Hire this person."
I usually start by introducing myself and expressing interest in the position. Then I get into the body of the letter whatever job related topics I want to briefly mention/discuss. Finally I usually thank the HR recruiter (or whomever will be reading the letter) for his/her time, and give my contact number(s), express my interest again, and tell them that I look forward to a chance to talk one on one.
That's about it for me. Hope that helps. If not, you should get this book!
(I got mine at the library, but for 12 dollars, I think it's worth purchasing.)