This is my code for a drop down menu. I pulled the code from a tutorial that produced this: http://www.webdesigndev.com/wp-content/uploads/2009/07/fancydropdown.html
Try setting display: inline-block on the image elements. Spans are supposed to be inline, so the best solution would be to not use spans at all, but since you said don't change the html...
See how there's no spaces between the images in this fiddle: http://jsfiddle.net/rVTZc/