I saw the below example in a book titled ?Professional ASP.NET?:
<%@ Page %>
<html xmlns="http://www.w3.org/1999/xhtml" >
<head runat="server">
<title>BulletedList Server Control</title>
</head>
<body>
<form runat="server">
<asp:BulletedList
runat="server">
BulletStyle="CustomImage"
BulletImageUrl="~/myImage.bmp">
<asp:ListItem>United
States</asp:ListItem>
<asp:ListItem>United
Kingdom</asp:ListItem>
<asp:ListItem>Finland</asp:ListItem>
<asp:ListItem>Russia</asp:ListItem>
<asp:ListItem>Sweden</asp:ListItem>
<asp:ListItem>Estonia</asp:ListItem>
</asp:BulletedList>
</form>
</body>
</html>
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