Before you follow any of this, you may want to resize all relevant images to 50 x 50 pixels and upload these pictures to the location where all your images are stored for your website.

For every link within your drop down list you need to do the following:

1. click on the blue "WP Mega Menu" button for each sub-item
2. In "Submenu Settings", click on the "Visible Hidden Menu Text" and "Active Menu Link" buttons. The buttons will turn green. Press the "Save Changes" button at the bottom.
3. In "Custom Settings", click on the "Use Custom Settings" button. The button will turn green. Then select "Custom Image" from the "Display Posts Image" drop down list.
4. copy and paste the location where each image is stored in the "Default Thumbnail Image Location" text box
5. scroll down a bit and select "Image Top" from the "Image Position" drop down list

Make sure to press the "Save Changes" button and then when you're finished with each link, make sure you press the "Save Menu" button.

Here's what the drop down looks like now that you've included images for each link.

Let's go to the next page for some final thoughts.