
Figure 1: Final Preview
New Document
Open a document with a white fill. Draw a stripe across your document. The stripe will be the button's background.
Rounded rectangle auto shape
To create the button, select the rounded rectangle tool and draw a 157x37 px rectangle. Drag the yellow dots inward to the maximum to get a rounded button. Look at the Auto shape properties to see the values.
Text
Add a text 'Try now!'
Now, it should look like this:

Figure 2:
Linear gradient to the stripe
Apply a linear gradient to the stripe. #99999 > #000000
Effects to the button
Now, we are going to apply 3 effects to the rounded rectangle: linear gradient, inner shadow and drop shadow.
Linear gradient
Apply a linear gradient to the rounded rectangle. #99999 > #666666
Apply an inner shadow and a drop shadow

Figure 3:
Now, it should look like this:

Figure 4:
Change color
To change the color, select the rectangle and Adjust Color > Hue/Saturation. Do not forget to check Colorize in the interface and then drag the Hue cursor to the right and to the left to switch colors.

Figure 5:
Final Preview

Figure 1: Final Preview