Problem in url

Hi I am New in this forum, I want to create a rectunglar box having several links like as in this website http://www.hygge-music.com/ww/ (plz see left hand side box —home, abt the site etc).

I need help to know how to create this type of the box, as user put the cursor the background should also be changed & after clicking the operation should be perform…

regards
Himanshu