http://www.webdesigndev.com/web-development/create-the-fanciest-dropdo wn-menu-you-ever-saw#fancyimages
There's a tutorial page for a fancy drop-down with images. If you are not used to working with code, it might be a little overwhelming but, I don't think it is so complicated after a quick look myself.
The principle in that idea is to set the images as background image using the CSS.
You don't say whether you want the whole menu item to be an image instead of text (not such a good idea in my mind) or whether you want to use images to add to the design as in the example. Either way, you might be able to work it out from that example.
Martin
