I can't see an easy way to do this. Am I missing something? I don't want to use the default chevrons, but want to use a custom image.
The reason you can't change just the chevron is that the entire element is drawn by the OS theme renderer. You can override this behavior, but you need to implement the IUIElementCreationFIlter interface in order to intercept creation of the element (Infragistics.Win.UltraWinExplorerBar.ExpansionButtonUIElement), and replace it with a derived instance that overrides the DrawTheme method to reutrn false, and the Image property to return the image you want to use.