In a ListView you can have icons on each item.
When viewing in Details-mode, the icon is shown in the left-most column.
Can I show an icon in some other column?<
ObjectListView is an open source wrapper around a .NET Winforms ListView. It supports images on subitems using the p/invoke strategy that that @ligget78 mentioned. It also solves many other common problems with a ListView.
It allows you to make very nice looking ListViews with a minimum effort:
(source: sourceforge.net)