Like on the links on this page:

http://nuthinbutnet.net

but like the side menu, not just the links. or the sidebar thing on www.suta-raito.com

but like the side menu, not just the links. or the sidebar thing on www.suta-raito.com

The text or the button (background part)? If it's the text, I recommend you learn some CSS (http://lissaexplains.com/css.shtml). Here's the code for the button
<table style="width: 150px; border: 0px;">
<tr>
<td style="background-color: #000099;" onMouseOver="style.backgroundColor='#0000CC';" onMouseOut="style.backgroundColor='#000099';">
<a href="LINK_TO">LINKED CONTENT</a>
</td></tr>
</table>

Set the default background color to whatever you want in your stylesheet or body tag. The onMouseOver attribute is the color the table cell turns to when you hover your cursor over it. OnMouseOut just says what happens when you move your mouse away from it again - I would say your regular background color.

I hope that what you wanted, but if that's what you didn't want, check this out:
http://www.dynamicdrive.com/dynamicindex4/highlightgrad.htm

The simpler option is to use CSS.
http://www.lissaexplains.com/css.shtml