Hopefully a picture is worth 1,000 words :)
Thumbnails:
http://dl.dropbox.com/u/20488019/DVDA-1.png
Click the button on the main screen.
On the Button Properties screen on the right, click Media.
Under Mask, set time to the desired frame.
Highlight:
http://dl.dropbox.com/u/20488019/DVDA-2.png
Click the button on the main screen.
On the Button Properties screen on the right, click Highlight.
In the dropdown menu under Style, select Underline.
Mike