I was searching the net for a way to create buttons as a main menu and found a way
http://www.youtube.com/watch?v=54L_w0PiRa8
I adapted the code to show 4 buttons instead of 1, the problem is that the four buttons that show are the same New Game button.

Here's the Button class
Code:
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using Microsoft.Xna.Framework;
using Microsoft.Xna.Framework.Audio;
using Microsoft.Xna.Framework.Content;
using Microsoft.Xna.Framework.GamerServices;
using Microsoft.Xna.Framework.Graphics;
using Microsoft.Xna.Framework.Input;
using Microsoft.Xna.Framework.Media;

namespace MainMenu
{
    class cButton
    {
        Texture2D texture, texture2, texture3, texture4;
        Vector2 position;
        Rectangle rectangle, rectangle2, rectangle3, rectangle4;
        Color colour = new Color(255, 255, 255, 255);
        public Vector2 size, size2, size3, size4;

        public cButton(Texture2D newTexture, GraphicsDevice graphics)
        {
            texture = newTexture;
            texture2 = newTexture;
            texture3 = newTexture;
            texture4 = newTexture;
            size = new Vector2(graphics.Viewport.Width / 6, graphics.Viewport.Height / 12);
            size2 = new Vector2(graphics.Viewport.Width / 6, graphics.Viewport.Height / 12);
            size3 = new Vector2(graphics.Viewport.Width / 6, graphics.Viewport.Height / 12);
            size4 = new Vector2(graphics.Viewport.Width / 6, graphics.Viewport.Height / 12);
        }
        bool down;
        public bool IsClicked;

        public void Update(MouseState mouse)
        {
            rectangle = new Rectangle(220, 200, (int)size.X, (int)size.Y);
            rectangle2 = new Rectangle(190, 280, (int)size2.X, (int)size2.Y);
            rectangle3 = new Rectangle(210, 360, (int)size3.X, (int)size3.Y);
            rectangle4 = new Rectangle(210, 440, (int)size4.X, (int)size4.Y);
            Rectangle mouseRectangle = new Rectangle(mouse.X, mouse.Y, 1, 1);
            if (mouseRectangle.Intersects(rectangle))
            {
                if (colour.A == 255) down = false;
                if (colour.A == 0) down = true;
                if (down) colour.A += 3; else colour.A -= 3;
                if (mouse.LeftButton == ButtonState.Pressed) IsClicked = true;
            }
            else if (colour.A < 255)
            {
                colour.A += 3;
                IsClicked = false;
            }
        }
        public void setPosition(Vector2 newPosition)
        {
            position = newPosition;
        }
        public void Draw(SpriteBatch spriteBatch)
        {
            spriteBatch.Draw(texture, rectangle, colour);
            spriteBatch.Draw(texture, rectangle2, colour);
            spriteBatch.Draw(texture, rectangle3, colour);
            spriteBatch.Draw(texture, rectangle4, colour);
        }
    }
}
And the main game class
Code:
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using Microsoft.Xna.Framework;
using Microsoft.Xna.Framework.Audio;
using Microsoft.Xna.Framework.Content;
using Microsoft.Xna.Framework.GamerServices;
using Microsoft.Xna.Framework.Graphics;
using Microsoft.Xna.Framework.Input;
using Microsoft.Xna.Framework.Media;
using MainMenu;

namespace WarTime
{
    
    public class Game1 : Microsoft.Xna.Framework.Game
    {
        GraphicsDeviceManager graphics;
        SpriteBatch spriteBatch;
        SpriteFont SF1, SF3;
        enum GameState
        {
            MainMenu,
            Options,
            Playing,
        }
        GameState CurrentGameState = GameState.MainMenu;
        int screenWidth = 640, screenHeight = 640;

        cButton btnNewGame;
        cButton btnContinueGame;
        cButton btnOptions;
        cButton btnStatistics;

        public Game1()
        {

            graphics = new GraphicsDeviceManager(this);
            Content.RootDirectory = "Content";
           
            
        }

      
        protected override void Initialize()
        {
            


            base.Initialize();
        }

        
        protected override void LoadContent()
        {
            spriteBatch = new SpriteBatch(GraphicsDevice);
            IsMouseVisible = true;
            graphics.PreferredBackBufferWidth = screenWidth;
            graphics.PreferredBackBufferHeight = screenHeight;
            graphics.ApplyChanges();
            btnNewGame = new cButton(Content.Load<Texture2D>("Graphics/NewGame"), graphics.GraphicsDevice);
            btnContinueGame = new cButton(Content.Load<Texture2D>("Graphics/ContinueGame"), graphics.GraphicsDevice);
            btnOptions = new cButton(Content.Load<Texture2D>("Graphics/Options"), graphics.GraphicsDevice);
            btnStatistics = new cButton(Content.Load<Texture2D>("Graphics/Statistics"), graphics.GraphicsDevice);
            btnNewGame.setPosition(new Vector2(220, 200));
            btnContinueGame.setPosition(new Vector2(190, 280));
            btnOptions.setPosition(new Vector2(210, 360));
            btnStatistics.setPosition(new Vector2(210, 440));
            SF1 = Content.Load<SpriteFont>("Fonts/SF1");
            SF3 = Content.Load<SpriteFont>("Fonts/SF3");
        }
        protected override void Update(GameTime gameTime)
        {
            if (GamePad.GetState(PlayerIndex.One).Buttons.Back == ButtonState.Pressed)
                this.Exit();
            MouseState mouse = Mouse.GetState();

            switch (CurrentGameState)
            {
                case GameState.MainMenu:
                    if (btnNewGame.IsClicked == true) CurrentGameState = GameState.Playing;
                    btnNewGame.Update(mouse);
                    break;
                case GameState.Playing:
    
                    break;
            }
           

            base.Update(gameTime);
        }

        
        protected override void Draw(GameTime gameTime)
        {
            GraphicsDevice.Clear(Color.Red);
            spriteBatch.Begin();
            switch (CurrentGameState)
            {
                case GameState.MainMenu:

                    btnNewGame.Draw(spriteBatch);
                    btnContinueGame.Draw(spriteBatch);
                    btnOptions.Draw(spriteBatch);
                    btnStatistics.Draw(spriteBatch);
                    break;
                case GameState.Playing:

                    break;
            }

            base.Draw(gameTime);
            spriteBatch.DrawString(SF3, "WarTime", new Vector2(210, 13), Color.BurlyWood);
            spriteBatch.DrawString(SF1, "Copyright Matthew Scott 2013" , new Vector2(0, 627), Color.Black);

            spriteBatch.End();
        }
    }
}
I appreciate any and all help provided