Hi virmax,
Welcome to new world of InfoPath,
Apply the rules on the drop down list box for every element in the list,
If the drop down value is equal to this then set the related image to the image field.
Do like this,
double click the drop down -> click rules -> Add -> Set condition.
leave the first drop down as it is and select "is equal to" in the second drop down and in the third drop down select "text" and enter the element value in the drop down of your field and click ok.
Now click "Add Action" button and select set a field's value. In the field's text box take the field that you want to show the picture and in the values text box take the picture that you want to show based on the element that you set in the set condition.
Like wise do for every element in the drop down. But better take those pictures that you want to show in one folder.
Hope this will help you.