You could modify the default header template and add an <image> along the current <textblock>: This is the default:

<Style TargetType="lanes:LaneGridHeaderPresenter">
	<Setter Property="Template">
		<Setter.Value>
			<ControlTemplate TargetType="lanes:LaneGridHeaderPresenter">
				<lanes:FourSidedBorder BorderStyle="{Binding Style}">
					<TextBlock Text="{Binding Title}" />
				</lanes:FourSidedBorder>
			</ControlTemplate>
		</Setter.Value>
	</Setter>
</Style> 

where
xmlns:lanes="clr-namespace:MindFusion.Diagramming.Silverlight.Lanes;assembly=Min
dFusion.Diagramming.Silverlight". You'll probably have to place the textblock and image inside a stack or grid panel. Here's an example showing how to assign a custom style to headers:
http://mindfusion.eu/Forum/YaBB.pl?board=diaglite_disc;action=display;num=130623...

I hope that helps,
Stoyan