To make the roll-overs I first clicked on the image I was using.
I then pressed the space-bar to remove the image, leaving a blank space. I then went to Insert > Image Objects > Rollover Image.
This box popped up. In this box I selected the original image from the images folder created after saving for web in Photoshop. And then the Rollover Image.
I then had to remember to change the name of the image for each rollover or it would not place the image correctly.