SetMenuItemBitmaps

The SetMenuItemBitmaps function associates the specified 
bitmap with a menu item. Whether the menu item is 
selected or clear, the system displays the appropriate 
bitmap next to the menu item. 

BOOL SetMenuItemBitmaps(
  HMENU hMenu,               // handle to menu
  UINT uPosition,            // menu item
  UINT uFlags,               // options
  HBITMAP hBitmapUnchecked,  // handle to unchecked bitmap
  HBITMAP hBitmapChecked     // handle to checked bitmap
);