I haven't tried to do something
exactly like this, but I did create a menu where the highlighting (officially known as a 'subpicture') was not one of those horrible, semi-transparent shapes, but instead a black box that surrounded the button. You could do something similar. For example, make an image that fits in the correct place on your menu (could be the name of the place the button takes you to) and set this as the button's subpicture. It will appear when the button is selected but otherwise be invisible. Search in the help files for subpicture and you should be onto a winner.
Simon Bonner
youtube.com/simonsaysFX