I'm assume you cannot get css working for your button using anchor tag. So you need to override the css styles which are being overwritten by other elements using !important
property.
HTML
<a href="#" class="selected_btn" data-role="button">Button name</a>
CSS
.selected_btn
{
border:1px solid red;
text-decoration:none;
font-family:helvetica;
color:red !important;
background:url('http://www.lessardstephens.com/layout/images/slideshow_big.png') repeat-x;
}
Here is the demo