1. Design your button
To do this you can use any software that you are comfortable with, it can be Paint or Microsoft Word, or Photoshop and PagePlus for something more sophisticated:) You can also find some very nice ready to use buttons on the internet (for example http://www.iconarchive.com is a good place to take a look at), just make sure to check the licence:) I have created a very simple button, that looks like this:
