The PictureDisplay property as no effect if the control's background has no picture assigned. Use the Picture property to put a picture on the control's background. Use the PictureDisplay property to arrange the picture on the background of a popup menu. Use the Picture property to load a picture on the drop down menu's background.

The following VB sample puts a picture on the control's background:

With ExMenu1
        .PictureDisplay = Tile
        .Picture = LoadPicture("c:\WinNT\Zapotec.bmp")
End With 

The following C++ sample puts a picture on the control's background:

IPictureDisp* pPicture = NULL;
if ( LoadPicture( "c:\\winnt\\zapotec.bmp", &pPicture ) )
{
	m_menu.SetPicture( pPicture );
	m_menu.SetPictureDisplay( 48 /*Tile*/ );
}

where the LoadPicture function gets the IPictureDisp from a file:

#include 
BOOL LoadPicture( LPCTSTR szFileName, IPictureDisp** ppPictureDisp )
{
	BOOL bResult = FALSE;
	if ( szFileName )
	{
		OFSTRUCT of;
		HANDLE hFile = NULL;;
#ifdef _UNICODE
		USES_CONVERSION;
		if ( (hFile = (HANDLE)OpenFile( W2A(szFileName), &of, OF_READ | OF_SHARE_COMPAT)) != (HANDLE)HFILE_ERROR )
#else
		if ( (hFile = (HANDLE)OpenFile( szFileName, &of, OF_READ | OF_SHARE_COMPAT)) != (HANDLE)HFILE_ERROR )
#endif
		{
			*ppPictureDisp = NULL;
			DWORD dwHighWord = NULL, dwSizeLow = GetFileSize( hFile, &dwHighWord );
			DWORD dwFileSize = dwSizeLow;
			HRESULT hResult = NULL;
			if ( HGLOBAL hGlobal = GlobalAlloc(GMEM_MOVEABLE, dwFileSize) )
				if ( void* pvData = GlobalLock( hGlobal ) )
				{
					DWORD dwReadBytes = NULL;
					BOOL bRead = ReadFile( hFile, pvData, dwFileSize, &dwReadBytes, NULL );
					GlobalUnlock( hGlobal );
					if ( bRead )
					{
						CComPtr spStream;
						_ASSERTE( dwFileSize == dwReadBytes );
						if ( SUCCEEDED( CreateStreamOnHGlobal( hGlobal, TRUE, &spStream) ) )
							if ( SUCCEEDED( hResult = OleLoadPicture( spStream, 0, FALSE, IID_IPictureDisp, (void**)ppPictureDisp ) ) )
								bResult = TRUE;
					}
				}
			CloseHandle( hFile );
		}
	}
	return bResult;
}

The following VB.NET sample puts a picture on the control's background:

With AxExMenu1
    .Picture = Image.FromFile("c:\winnt\zapotec.bmp")
    .PictureDisplay = EXMENULib.PictureDisplayEnum.Tile
End With

The following C# sample puts a picture on the control's background:

axExMenu1.Picture = Image.FromFile("c:\\winnt\\zapotec.bmp");
axExMenu1.PictureDisplay = EXMENULib.PictureDisplayEnum.Tile;

The following VFP sample puts a picture on the control's background:

With thisform.ExMenu1
        .PictureDisplay = 48 && Tile
        .Picture = LoadPicture("c:\WinNT\Zapotec.bmp")
EndWith