Never mind, I just didn't see what you want to do.
The up and down are the states of the button on the screen. Normally it's up and while you're pressing it using the mouse it's down. The button should stay in down state only while it's pressed, but if the active window changes while you press the button it gets stuck. This is why I wrote that macroloop: send all the stuck buttons to up state when another window gets active.
You can set a button as toggle type, which means that it has 2 states: on and off. These are independet from the up/down state and you have to create "double" images to store the on/off image for both the up and down states.
So, if you want your button to be yellow while the macro is running then you need 2 "double" images: off on the left and on on the right twice for pressed (down) and released (up) state. At the beginning of your macro you have to turn on the button (AS3.Switchbutton(true, ###);) and turn off at the end (AS3.Switchbutton(false, ###);).