It will depend on where this list will be shown as the theme has customized bullet lists that uses a background image from an image sprite. Styles for the lists begin in the theme's style.css around line 480 and starts with:
/* global List and definition styles */
The list styles with the image backgrounds use coordinates from the sprite.
Were you wanting to replace all the list styles with one only or add your cross.jpg as another alternative? You may have to add your custom list style along side of the others for the theme by doing some css.