If you want to make something very custom them first make up your button graphics in various states using a paint package. Call them something meaningful for example
button1_normal
button1_hover
button1_select
Add the first to the page using insert a picture which puts your normal state button on the page.
Now using the right click drop down on the graphic change the identity to match the image so you can keep a track on things.
Now add some actions to the normal button:
#1 onmouseover hide button1_normal and show button1_hover (shows the mouse over button state)
#2 onmouseout show button1_normal and hide button1_hover (restores to normal when mouse moves away)
#3 onclick show button1_select and hide button1_hover (remember you can only click when over the button so #1 has already happened)
Now you add the what to do when clicked action.

There you go a three state custom button. If you use this lots make a template page with a default button so you can drag and drop it to your pages and then modify the images to whatever you're using at the time.