I figured this out, with your help. In the lower left of the game list properties, you have to check 'image list', then at the top select the type of image from the drop down menu.
I had to play around a bit with the parameters to get the desired size of and spacing between marquees, plus I had to use 'stretch to fit' as my marquee images aren't all the same size.
However, this kind of feature benefits from a smooth scroll (a la Hyperspin or Ultrastyle) rather than an instant shift of the list.
Too bad about your loss. Did you have high res marquees?