there used to be a tutorial for it here somewhere but i cant find it right now, im thinking maybe it should be linked to in a sticky in this folder for future reference
anyways.. heres a quick step by step i'm amusing you have classic shell installed..
save the custom button (right click, save image as) you want to use somewhere it can stay (you have to keep the file, i recommend in the classic shell install folder which is probably C:\Program Files\Classic Shell)
click all settings in the bottom if you haven't yet
go to the start button tab
go to the option 'button look'
select custom
go to the button image; option
click the little "..." at the end, and browse for your image
hit ok
right click your start menu, and exit out, then re-launch the program
if you dont know where it is its probably here:
C:\Program Files\Classic Shell\ClassicStartMenu.exe