Hello Jerry.

This works but when I click on the list, all the pictures change to the default picture. As long as I don't click on the list, each item can have a different picture.

From Chapter 5 of 1001 Things You Wanted to Know About VFP

Visual FoxPro's standard behavior is to de-select all list box items when it gets focus. It seems that this default behavior also resets all of the pictures in the list. Because we do not want our multi-select list box to exhibit this type of amnesia, we call our its custom RefreshList() method from its GotFocus() method:

LOCAL lnItem
WITH This
  FOR lnItem = 1 TO .ListCount
    .Picture[ lnItem ] = IIF( .aSelected[ lnItem ], 'CheckBx.bmp', 'Box.bmp' )
  ENDFOR
ENDWITH