Using a round shape (or any other) as a button is not that straight forward as in Flash (for example). You need to check for the mouse position to intersect the shape when clicked (or on mouse over). Here’s a good example, that makes it clear (you can leave out the color related stuff):
Loading the respective image shouldn’t be a problem. I’d have the "buttons" return an index number on mouseup (i.e. 0 – 3) and if you save the image references in an array you can easily write a function that addresses the correct image. This would make it easily extendable.