The problem is probably that you re setting the style on the LinkBar itself - try setting the LinkBar s linkButtonStyleName style to a different style selector that contains all of the styles you need for your button. You should be able to set the fillColors style of the buttons themselves there - this will change the default look of the button.
If you need to adjust the "selected" color or if you need something more advanced than just skinning the button background you ll need to write a custom skin class. This isn t too difficult - the Button class has a whole set of "Selected" styles - selectedDownSkin, selectedUpSkin, selectedDisabledSkin, etc. IMO the best practice is to set your button skin to a custom skin class that sets the different individual styles based on state.
David Flately illustrates this method here. Check out his source - that should get you what you need. A good book on this topic that has this sort of thing along with lots of other examples is Juan Sanchez and Andy McIntosh s Creating Visual Experiences with Flex 3.0. I can t post a link to it because my reputation isn t high enough here yet, but you can find it on amazon or barnes and noble or any other online bookstore.