Adriano, you are partly on the right track, by using an ImageIcon object made from your image. But you don't need to do anything in your Paint method. Read the JButton methods documentation. You will find one that lets you assign your ImageIcon to the JButton, doing most of what you want. Your JButton's text will not (at least not easily) appear over the image, but a simple workaround would be to put the text into the image itself.
If you can't get that to work, try posting enough of your code so people here can help you with it.