Don't just send them a file with your CV on though, think outside of the box and get yourself noticed: You're going into marketing/PR after all. Make the covering letter look like a rip-off of an advert from the firm you're applying for, i.e. for BMW you'd make it dark and moody and make a play on the words 'Efficient Dynamics' or 'Ultimate Driving Machine' (Ultimate Driving Marketer? I dunno, I've never worked in marketing as you can probably tell!). Or send it in etched into an old brake disc or something, just make it different.