I'm not sitting in front of my home PC, but I know that in PhotoShop you can add whats called a "stroke" effect to layers and that will add the yellow and black around the buttons you have in the photo you provided. you just have to make the inner shape first then add the stroke in the layers palette. If you can find vector arrows, you can import them into PS as raster and then apply the effect.
I'm not sure how to do it in any other program as easily, but that's the way I would do it.
joe