This makes use of the CSS property list-style-image.

HTML:

<ul>
    <li class="b1">The dog is big</li>
    <li class="b2">The dog is small</li>
    <li class="b3">The dog is medium sized</li>
</ul>
CSS:

ul {
    margin: 0 0 0 32px;
    line-height: 1.5
}
.b1 {
    list-style-image: url(http://upload.wikimedia.org/wikipedia/commons/1/19/Icons-mini-icon_attachment.gif);
}
.b2 {
    list-style-image: url(http://upload.wikimedia.org/wikipedia/commons/6/61/Icons-mini-icon_security.gif);
}
.b3 {
    list-style-image: url(http://upload.wikimedia.org/wikipedia/commons/a/ab/Icons-mini-icon_clock.gif);
}