Here's a simplified way to do it in CSS.
<html>
<head>
<title></title>
<style type="text/css">
a:link {
text-decoration: none;
color: red;
background-color: yellow;
}
a:visited {
text-decoration: none;
color: black;
background-color: blue;
}
a:hover {
text-decoration: underline;
color: green;
background-color: gray;
}
a:active {
text-decoration: none;
color: silver;
background-color: cyan;
}
</style>
</head>
<body>
<a href="http://www.daniweb.com">Daniweb</a>
</body>
</html>
You can change the colours around between the style tags.
This can be done using your own images using rollover buttons instead.