With the help of  Category and Page Icons WordPress plugin, you can add icons (images) to sidebar of your site or blog into section of categories and pages.
Icons automatically appears at the sidebar, after assigning them to the pages or categories at icons admin menu. You do not need to insert some special code for inserting icons. Icons automatic inserting also during using these functions: wp_list_pages, wp_list_categories.

You can get this plugin form here