Use a creation filter on the explorerbar.

namespace Sample
{
    #region Usings

    using System.Linq;

    using Infragistics.Win;
    using Infragistics.Win.UltraWinExplorerBar;

    #endregion

    public class ExplorerBarCreationFilter : IUIElementCreationFilter
    {
        #region Methods

        public void AfterCreateChildElements(UIElement parent)
        {
            var expansionButton = parent as NavigationPaneExpansionButtonUIElement;
            if (expansionButton == null)
            {
                return;
            }

            var children = expansionButton.ChildElements;
            var imageUIElement = children.OfType<ImageUIElement>().FirstOrDefault();
            if (imageUIElement == null)
            {
                return;
            }

            var image = expansionButton.Expanded
    ? images.chevron_right
    : images.chevron_left;

            imageUIElement.Image = image;
        }

        public bool BeforeCreateChildElements(UIElement parent)
        {
            return false;
        }

        #endregion
    }
}

kind regards,

Marcel