Photoshop/ImageReady Layers - web buttons

[Evelyn Lee Barney]

I'm trying to create web buttons that have three image states:  1) Normal 2) Roll-Over 3) Press

I created the three button states as separate images as I was designing them. 

Now, I'm confused about the next step.  Each of these images should be a layer.  Should I recreate the entire series as a single document with layers?  If so, do I just make the layer I'm not working on invisible - since all three together would obviously look messy and confusing. Or, is there a way to merge these documents (images) in numbered layers?  

This is another one of those processes that, as I read the help file, seems as if it should be self-evident.  It isn't.  I've gone over the help file step-by-step. Obviously I'm doing something wrong.  For example - with these steps:

To create a slice from a layer:

   1. Select a layer in the Layers palette.
   2. Choose Layer > New Layer Based Slice.

"New Layer Based Slice" was grayed out in one instance; in another, slices were created within the image when I wanted the entire image as the slice. 

Also, I seem to have made each image slice #1 - and can't figure out how to undo that error. Stepping backward hasn't helped, and I can't seem to find the slice step in the history.  Or, is the number saying that the image has only one slice?  Is it possible that I should be working on the button within the context of the web page?  I thought they were created separately and imported as images later.  

Someone once told me that slices were "evil things" and I'm starting to understand why!

Do any of you have any advice?

Thank you,

Ev