Hi Lucy, welcome to the forum,
I understand your question differently than Varun, who points only to the custom image buttons with their three states. Have a look at this blog post, although it is not yet extended for Captivate 6 it is more in the sense of what you want to do:
http://blog.lilybiri.com/template-for-reusing-script
You don't tell which version of CP you are using. And do you want the button to remain active after it has been used? You could have a partially transparent object (drawing object or shape) that is initially hidden, and will be made visible when the user clicks on the button the first time. That means that the simple action ('Jump to... ') will have to be replaced by a standard action with at least two statements/Commands:
Show Coverobject
Jump to ...
Lilybiri