A button can have three states -- up state (mouse not over button), over state (mouse over button), down state (mouse depressed on button). You can create and edit these three states by pressing the three state buttons on the top, horizontal toolbar. To exit button editing, press the left button on the toolbar.

The following tutorials should be helpful:
www.koolmoves.com/tutorials/phg/text_mouse_over/tutorials_mouseovers.html
www.koolmoves.com/tutorials/phg/shape_mouse_over/tutorials_mouseovers2.html
www.koolmoves.com/tutorials/userguide_buttons.pdf