You may refer to this forum for some covering letter samples.
www.immigrationboards.com/viewtopic.php?t=24717
As nksg put it, covering letter is all too important though it's not there in the official list of doc; especially when there's some confusion in your application; then probably the only way of explaining it to the case-worker is via a covering letter.
Even otherwise, a covering letter would make it easier for the case-worker to check your application as otherwise he 'will' get confused with which doc. to refer for checking points under which category all of which would lead to further confusion for him; & remember; then chances are more that your app. might get rejected (as case-worker also is a human being very possibly influenced by his instincts on seeing an app. in no proper order).
So dont make the simple BIG mistake of not having a covering letter.