For this, you would want to look into adding a background image for those items in the CSS.
Something add a class to the A tags in the HTML:
<a href="<!--Menu:Link-->" class=menu><!--Menu:LinkName--></a>
Then add to the CSS, something like this:
a.menu:link {background:url(http://path/to/image}
a.menu:hover {background-color:#770000}
That would make the hover-over color a dark red, or maroon-like color, while the default background would be in
http://path/to/image--
It's all in the reflexes.