How Do I Add Images To Main Navigation Menu

You may want to look into the walker class. I’ve used it to add down arrows to WordPress created menus and added my own css div’s and sections. Perhaps you could add a box using the Walker Menu, then set its background to a certain image on :hover etc…

class My_Walker extends Walker_Nav_Menu
{
function start_el(&$output, $item, $depth, $args) {
    global $wp_query;
    $indent = ( $depth ) ? str_repeat( "\t", $depth ) : '';

    $class_names = $value="";

    $classes = empty( $item->classes ) ? array() : (array) $item->classes;

    $class_names = join( ' ', apply_filters( 'nav_menu_css_class', array_filter( $classes ), $item ) );
    $class_names=" class="" . esc_attr( $class_names ) . '"';

    $output .= $indent . '<li id="menu-item-'. $item->ID . '"' . $value . $class_names .'>';

    $attributes  = ! empty( $item->attr_title ) ? ' title="'  . esc_attr( $item->attr_title ) .'"' : '';
    $attributes .= ! empty( $item->target )     ? ' target="' . esc_attr( $item->target     ) .'"' : '';
    $attributes .= ! empty( $item->xfn )        ? ' rel="'    . esc_attr( $item->xfn        ) .'"' : '';
    $attributes .= ! empty( $item->url )        ? ' href="'   . esc_attr( $item->url        ) .'"' : '';

    $item_output = $args->before;
    $item_output .= '<a'. $attributes .'>';
    $item_output .= $args->link_before . apply_filters( 'the_title', $item->title, $item->ID ) . $args->link_after;
    $item_output .= '<br /><div class="sub">' . $item->description . '</div>';
    $item_output .= '</a>';
    $item_output .= $args->after;

    $output .= apply_filters( 'walker_nav_menu_start_el', $item_output, $item, $depth, $args );
}
}

If you see towards the end, I added a class ‘sub’ so I could add my own data. It’s kind of confusing at first, but a very powerful class.

http://codex.wordpress.org/Function_Reference/Walker_Class