Interactive Buttons

Please Help

In all the reading I have done I am to beleive that when you create an
interactive button there should be 3 jpg images, one for normal, hover and
depressed.

No matter what I try, I can only get one image to save and that is the
normal one.

Can anyone please tell me if there is a glitch or if some file is missing.

I am kind of stuck without an answer.

Please help
Phil


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