1. The HTML (can set hover also etc..)

[html]
<ol>
<li id="one">List item one.</li>
<li id="two">List item two.</li>
<li id="three">List item three.</li>
</ol>

[/html]

2. The CSS

[css]
ol { list-style: none; }
li {
display: inline-block;
width: 100px;
padding-left: 20px;
margin-right: 20px
background-image: url(path/to/sprite);
background-repeat: no-repeat;
}
#one { background-position: x y; }
#two { background-position: x y; }
#three { background-position: x y; }
[/css]

You can even do animations here
More info there