I'm adding a bit of clarification in hopes someone can help me out.
The problem is very easy to duplicate:
1) Open a new blank worksheet
2) Display the Visual Basic toolbar & push the Control Toolbox button to display the Toolbox
3) Click the Command Button icon and draw a button on the worksheet, then push the Exit Design mode button
4) Click the button with the mouse & observe that it depresses & highlights correctly
5) Open a new window into the worksheet using the Window/New Window menu command
6) Press the button in the new window - it won't depress or highlight correctly, but it still works correctly in the original window. Anyone know why or how to fix this?