you have to ensure the naming conventions for the various states are correct, then you assign that graphic. the trick is to then use "tri-color" as "graphic style" under properties -> appearance
In v10 the following folder will give you plenty of examples of the images and the naming conventions required.
c:\Program Files\SolarWinds\Orion\Network Atlas\Maps\NetObjects\Scaleable\Devices
The NetObjects folder is the root folder, where you can then work out how you want to organise your graphics.