Step One!
Grab a beverage and fire up the HI-FI!
Make your images, most smaller JPEG's will work
I prefer PNG's they are a bit more high resolution without being to much bigger in file size.
You will need to make 3 for each button on your bar
One for it's static state
One for the hover state
One for the current location state
Then get the basics of your site up and linked stylesheets, body, header etc
Be sure to place all your images in the IMAGES folder in your site.