Support for list style image cross browser is a bit dodgey, and you are better off using the image as a background to the <li> :
ul#listmenu {
	margin: 0;
	font-family: Verdana, Arial, Helvetica, sans-serif;
	font-size: 11px;
	color: #959595;
	padding: 0;

ul#listmenu li {
	list-style: none;
	background: url(../images/main_images/img_industry_bullet.gif) no-repeat left center;
	margin: 0;
	padding: 0.5em 0 0.5em 15px;
	border-bottom-width: 1px;
	border-bottom-style: dotted;
	border-bottom-color: #207EC9;