on this site, http://www.neopets.com/
the bar on the left, it has a mouseover effect, but when i copied the image all the buttons were one image.

how is this done?

javscript rollover effect.

in the script area...

function sp(i,s){
var img=eval("document.i"+i);
img.src=(s==0)?u+i+".gif":u+i+"o.gif";
}

and in the link tags...

onMouseOut="sp(1,0)" onMouseOver="sp(1,1)"

if you do a search in almost any javascript tutorials, you will see many ways to accomplish this same effect.