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You should see headings that say Up, Over, Down and Hit. Rearrange the layers so that Layer 1, which contains your image and text, is on top. The Over column determine how your button will appear when you hover your cursor over it. Right-click and select Insert Keyframe from the drop-down menu. When the button appears, use your line tool to draw a straight line beneath the text of your button. Your Layer 2 keyframe will appear solid on the Timeline. Draw a rectangle that is just large enough to surround your button. When your cursor hovers over the button, you will now see an underline and a rectangle appear along with the button. Make sure that your Down column remains highlighted. Change the color of the button from its hover color to another color. Doing this will enable your button to change colors when you click it.
Double-click the button and select Edit in Place from the drop-down menu. View your Timeline. Right-click on Layer 1 and choose Insert Layer. Select all 3 frames in the Over column. Click the Over keyframe in Layer 2. Select the Layer 3 keyframe under Over. Choose the Down column, right-click, and choose Insert Keyframe. Click on the rectangle to the left of the Up column heading.