Zymic

Start a new document around 300 x 300 pixels with a white bg.

Select the "Rounded Rectangle Tool" as shown below:

Select your foreground colour as "#F9F9F9" & make the radius "2 pixels". Then make a shape similar to the below size:

Now right click the layer and select "Rasterize Layer", then right click the layer and select "Blending options".

Select "Gradient Overlay" and use the below settings:

Stroke:

Bevel & Emboss:

Now press OK, your button should look like this so far:

Select the "Eraser tool", and set it's mode to "Block" (top of screen).

Erase a block near the end of the button, here is my example:

Make a new selection similar to the size below:

Now make a new layer underneath the first button layer.
Press CTRL + D and fill the selection in with the colour: #FF7E00 and bring up the blending options.

Bevel & Emboss:

Stroke:

Now press OK, your button should now look like below:

You can now duplicate the layers and build your button menu up. Add some pixel text and you should be done!