As far as I know, you can't.

Below is a link to a little article I wrote for fun. It describes how
to use Excel to make simple web graphics (buttons, in this case):

http://www.breezetree.com/article_excelbuttondesign.htm
(ignore all the broken links, - the site's still under construction)

Most of the article could be applicable to you if:
1. Your macro button is on the worksheet.
2. You assign a macro to the shape.

HTH,

Nick Hebb
BreezeTree Software
http://www.breezetree.com