1) Make a new file 100x100.
2) Add a new layer.(It is better to create each buttons in new layer.Then you can edit each button with out affecting the whole image.)
3) Using the selection tool on rectangle, make a rectangle.
4) Select a foreground and background color.
5) Fill the rectangle.
6) Add layer effect Bevel and Emboss.(Adjust the structure & shading)
7) Select the type tool and type the text.

If you want you can apply effects to the text layer.

If you want you can add small arrows in the buttons. Learn how to make arrows in photoshop here.

1) Make a new file 100x100.
2) Add a new layer.
3) Select elliptical tool. Holding down the shift key drag to make a circle.
4) Now use the gradient tool and set the type to radial.
5) Select a foreground and background color.
6) Click on the top-left of the button and drag to the bottom-right.(Fig 7)
7) Now click on SELECT>MODIFY>CONTRACT, and enter value 3 and click ok.
8) Select Edit>TRANSFORM>ROTATE 180.(Fig 8)
9) Now click on SELECT>MODIFY>CONTRACT, contract by 2 this time.
10) Now use the gradient tool and drag from top left to bottom right. OR you can fill the selection with a different color.
11) Select the type tool and enter the text. (Fig 9)

In the similar way you can create square buttons.

1) Make a new file 100x100.
2) Add a new layer.
3) Using the selection tool on rectangle, make a rectangle.
4) From the menu bar, Select/Feather with a radius of 1 pixel.
5) Select the foreground color to yellow, and select Edit/Stroke, with a width of 6 pixels, and a Location as Outside.
6) Change the foreground color to red, and select Edit/Stroke, with a Width of 3 pixels, and a Location as Outside.( Fig 3)
7) Change the foreground color to yellow, and select Edit/Stroke, with a Width of 1 pixels, and a Location of Center. Select a foreground as violet and fill the rectangle.
7) Select the type tool and type the text.(Fig 4)

If you want you can apply effects to the text layer.