Yes, at the moment the VisualStyleBuidler does not support skinning for RadButton, but a new updated version is on its way and will be available in shortly. I could not tell you when exactly the Style Builder will be updated, but I could assure you that in the new version there are some fixes for the existing controls and RadButton is also included.
For the time being you could use the Telerik Embedded Skins, or you could change / create skin by hand modifying CSS files and image sprites directly. For some help, you could take a look at: Tutorial: Creating Custom Skin for RadButton
Also I think that creating / modifying skins by hand gives you much more flexibility to achcive exactly what you want.
the Telerik team