This can be accomplished via a
change to the List Properties dialog or a change to the FrontPage
theme.
So lets get started: You will need two things to change the first level picture bullet,
an image to replace it with and a list or theme to apply the new picture
bullet to.
Locating a Picture
Bullet Image
One way to obtain a picture bullet is to use one from the currently
applied FrontPage theme. To do this, access to the hidden
"_themes" folder will be required.
Enable
the Documents in Hidden Directories
First bring up a FrontPage web with a theme applied. Then
enable the hidden documents folders by selecting the Tools->Web Settings... menu item.
The Web Settings Dialog will appear, go to the advanced tab and check the "show documents in hidden
directories" check box. Then press OK. You will asked if you would
like to refresh your web, press the OK button.

The Advance Tab of the Web Settings Dialog
You
can also find a good selection of picture bullets in the Clip Art galley
(Insert->Picture->Clip Art) and in the "C:\Program Files\DPA
Software\" folder, where depending on the FrontLook product
installed, you may have various clip art folders.
Copy
the Picture Bullet to your Images Folder
From the Folders list, open the "_themes" Folder and then the
folder corresponding to your applied theme (illustrated below). Then
search for the desired picture bullet image and right click on the image
file. Select "Copy" from the popup menu. Now right-click on
your "images" folder and select the "Paste" menu
item to paste the image into the "images" folder. This copy process
will insure that the picture bullet will remain valid even if you modify
the web's FrontPage theme.

Changing
the List Properties Bullet Image
Now bring up a page using a picture bullet you would like to
replace. Right-click on the picture bullet and select the "List
Properties..." from the popup menu. The List Properties dialog will
appear as illustrated below:

List Properties Dialog using the current Theme's
Picture Bullet
Now press the
"Specify picture:" radio button and then the browse button and
select your recently saved picture bullet from you "images"
folder. Then press OK and you will note the change to the Picture
Bullets in the "List Properties" dialog. Press the OK button
to confirm the change.

List Properties Dialog after changing the Picture
Bullet
You should now see your new picture
bullets.
Changing the Theme's Picture
Bullet
If you would like to make the picture bullet change global to the entire
web, then changing the picture bullet graphics of the applied theme is
an easy way to do this.
First select the
FrontPage Theme Browser from the "Format->Theme..." menu.
The FrontPage "Themes" window will appear. Press the
"Modify" button.

FrontPage Theme Browser Window
Then press the "Graphics..." button and the
Modify Theme window will appear. Then select the "Bullet List"
item from the "Item:" popup menu. Now press the
"Browse..." button under the "List Bullet 1" text
field and locate the new picture bullet in the "images"
folder. Press "OK" to select the new picture bullet and then
"OK" to dismiss the "Modify Theme" window.

Modify Theme Window
From the "Theme" window press
either the "Save As..." or "Save" button to save the
new Picture bullets to the theme.
Save Button
If you choose the "Save" button, the changes
may be propagated to all webs that use that theme. After pressing the
"Save " button, press the Cancel button on the
"Themes" window.
Save As... Button
If you use the "Save As..." button, you can rename the theme.
After pressing the "Save As... " button, press the
"OK" button on the "Themes" window to apply the new
theme.