Make a sprite, call it "button"
Add 4 animation frames and set the animation speed to 0 (so it doesn't "play" through the frames) - and set each frame to be one of your button graphics;
Frame 1 would be the book
Frame 2 would be the man running
Frame 3 would be the gear
Frame 4 would be the window/box thing
Then you can set the animation frame for the sprite to be whatever you want the button to look like... so if you set to frame 1, the button will be the book, or if you make it frame 3, it will be the gear.
Then you can choose how it will behave simply by comparing which animation frame is playing.
On Mouse.click
--- Button.AniFrame=1(book)
-----> Open book menu
On Mouse.click
--- Button.AniFrame=2(running man)
-----> Open running menu
etc etc
I would make an example for you but I'm at work right now. Hopefully I explained it better this time.
~Sol