Hi Amey,
You have to make a menu derived control which is "owner-drawn", which
involves responding to the OnMeasureItem and OnDrawItem events. In these
two events, you can alter the size and graphical content of your custom
MenuItem respectively. The latter of the two events allows you to draw
directly onto the MenuItem's surface, which means you can place icons,
bitmaps, lines, textures etc on it.
I'm fairly sure there's a comprehensive Dr Gui article on MSDN that explains
in detail how to do it, but there are certainly no shortage of examples on
the 'net, CodeProject would be another good place to look.
Kind Regards,
Alex Clark