Hi,
Go to any page which is supposed to have a page icon in the menu and click the "Page Settings" link in the Admin Toolbar. Next, go to the "Page Menu Item CSS Class" option and type a CSS class in the input box. Your class can be whatever you like, we'll use pgimg-home for this example. Now, go to your css files and add the following:
.pgimg-home { background: url('nameoffile.png') scroll 0px 0px transparent; }
This will get the background image in place. You will have to figure how the positioning because it will be relative to your specific skin. If you are going to use an image sprite (recommended) for this, you can use the following css to reference the background image:
[class*="pgimg-"] { background-image: url('nameoffile.png'); }
And then you can use this to change the positioning for each menu item.
.pgimg-home { background-position: 0px 0px; }
.pgimg-contact { background-position: 10px 10px; }
Of course you will need figure out the position in pixels but that's the general idea.
HTH,
Joe D.