just make a image/text whichever you like then press
press f8 by selecting that text/image it will ask you for name for that object and also ask if u want to make it button, graphic or movieclip ... choose button
then double click on it
you will see four frame
first will be for status when there will be no mouse interaction..
in whatever u will put in second frame will be shown when u mouseover that button
in third frame whatever u will put will show when you click on that button