images in sidebar

I’d like to replace some of the headings in my sidebar (e.g. categories, archives) with images. I can change the text, but when I try to insert an image, it shows up as a broken image. I assume I have to change something somewhere else, but where and how?

Thanks for your help. I’m very new to wordpress and have just started playing with themes, so it’s very much a trial-and-error process so far.