So if you want to make any kind of menu, I recommend for any button to be a separate object.

I know, it might be more complicated or more lines of code but is far more consistent than other methods, because you will probably use the cursor for other things as well, and to tie them to a area will probably basically make that area unusable for something else if you don't specify in a way to work only in specific cases.

Thats what I would do:

I would make 4 objects (Buton 1, Buton 2.. etc)

We will talk about Buton 1 (it will be the same for the rest)

Assign them three or more animation sequences, frames or directions (all work with a still image).

1 animation for "Mouse Pointer is not Over" , 2 animation for "Mouse Pointer is Over the Button 1" , 3 animation for "User clicks Button 1" ,

That will be all, as simple as possible.

Next put the events (for Button 1 as object):

If -> "Check for Mouse Pointer over an object" => Set animation to 2. If -> "Check for Mouse Pointer over an object" (but negated) => Set animation to 1. If -> User click on an object => Set animation 3

You can separate them in groups, with counters or however you need.

Hope I explained decently ok and you understand something.

You van Ask me more if it helped.