A button in Flash is a Symbol. It looks like you copied and pasted the symbol to get the 4 menus. In flash, an instance of a particular symbol is the same as the instance of every other Symbol. So if you change one of them, they all will.
To get round this problem, right click the symbol and select "Duplicate Symbol...". Flash will ask you to enter a symbol name. After duplicating the symbol, you will be able to change the name on the button.