Photoshop :: From Ps To Word

What I want to do is, make a roll-over button the will take me to the website of my choice, I went into Photoshop 7 and then went to

( SAVE FOR WEB ) and went thur all the steps to save it as a .HTML . Then went into MICROSOFT WORD to use the roll-over button.

This is were my problem starts, I go into INSERT>PICTURE>FROM FILE and then find my roll-over button that I just made, Then I go to INSERT
the .HTML roll-over button,, and A ERROR comes up saying....A ERROR HAS OCCURED WHILE IMPORTING THIS FILE.

What am I doing wrong. It has a number of files to choose from, but none of the seem to work..some of them are..( ENHANCED METAFILE,
WINDOWS METAFILE,JPEG FORMAT,PNG,WINDOWS BITMAP,GIF,COMPRESSED WINDOWS ENCHANCED METAFILE.......)

Like I said ,it`s my first webpage and not sure where the problems is, I would like to have a roll-over button, so that

using
PhotoShop 7
MicroSoft Word