Hi Mary,
I assume you are reading xml or sgml.
Every page in frame needs to have a master page, so you need to have a master page for your coverpage. You can setup a master page control in template's reference page to control (among others) which element in your data changes desired master page and how long (in terms of pages) that master page is effective. In your case it's only one page.
Frame's online help has instructions, search "Assigning master pages to pages containing elements"
Hope this helps,
Martti