>>В факе смотрела, подобного не нашла..
Смотрите здесь (Flash 8).
Components Language Reference > ComboBox component > ComboBox.dropdown

Код:
// Set the dropdown width to accommodate the label sizes.
my_cb.dropdownWidth = 200;
// Set the iconField style within the ComboBox's dropdown property.
// The dropdown property is a reference to the List component within the ComboBox
// so we can set List styles for the CB.
my_cb.dropdown.setStyle("iconField", "pIcon");
// Add Items to List.
my_cb.addItem({label:"Dreamweaver 1", pIcon:"dw_id"});
my_cb.addItem({label:"Flash 1", pIcon:"fl_id"});
my_cb.addItem({label:"Flash 2", pIcon:"fl_id"});
в поле pIcon укажите inkage id клипа-иконки в библиотеке фильма.