Found this on the Word 2000 Office Assistant:
Add picture bullets
1. Select the items you want to add picture bullets to.
2. On the Format menu, click Bullets and Numbering, and then click the Bulleted tab.
3. Click Picture, and then click the Pictures tab.
4. Select the picture bullet you want, and then click Insert clip .
5. If you want, you can edit the picture.
Note To create a picture bulleted list automatically as you type, insert a picture by pointing to Picture on the Insert menu, and then clicking Clip Art or From File. The picture must be of a size comparable to the text size; so if necessary, resize the picture. After you’ve inserted the picture, press SPACEBAR or TAB, type your text, and then press ENTER. Word automatically inserts another picture bullet. To finish the list, press ENTER twice.