No I can't see your source code. I can see your HTML sent to the browser but not the original PHP code.
Based on what I see, it looks like you made the menu with the WordPress menu system. That is good, actually.
What you need is a custom class on each menu item, and the menu builder lets you add one. I just started working with that recently and discovered that some of its options don't display until you change some settings.
Go to Menu in the dashboard. At the very top of the page at the right, open up Screen Options. Make sure there is a check in CSS Classes and Link Target and then click screen options tab again to close it.
When you now open each of your menu options you will find a field for CSS classes. Going back to that code I sent about video and photo, enter on each option the name of the class you want to asociate with that option. Video, photo, one for each background image you want to add. Save all the changes you made.
put all the background images in the "images" folder that is in your WP theme folder.
you should now be able to assign a background image with CSS like this
.menu li.video {
background: url(images/video_bkgrnd_img.jpg) no-repeat;
padding-left: 20px;
}
that assumes that at least one of the menu items you assigned a class to in the Menu Builder received a class of "video", and that the name of your video background image for the video class is video_bkgrnd_img.jpg If you used a different files name or assigned a class other than "video" then use the real names that you used.