Suggested readings: Using Styles, Themes, and Painters with LWUIT and LWUIT Tutorial - Styles and Themes to understand the style concept.
First step you need to create a new theme. Open LWUIT resource editor and then create a new theme:

Then you have to add a button style for Unselected, Selected, Pressed and Disabled styles as you wish (no need to do it for all of these just which ones needed, most commonly Unselected and Pressed):


Save your theme in a .res file (let say MyTheme.res) clicking in Save option (please note a single .res file may contain several themes). Copy MyTheme.res file into your project, let say in res folder and please don't forget to add this folder in project properties so when you generate your jar file it will be included. Finally load your theme like this:
Resources r = Resources.open("/res/MyTheme.res");
UIManager.getInstance().setThemeProps(r.getTheme("MyTheme"));