Java Code:
import java.awt.FlowLayout;
import java.awt.event.WindowAdapter;
import java.awt.event.WindowEvent;
import java.awt.event.WindowListener;

import javax.swing.JButton;
import javax.swing.JFrame;

public class HtmlButtons extends JFrame {
  public HtmlButtons() {
    super("HTML Buttons");
    setSize(400, 300);

    getContentPane().setLayout(new FlowLayout());

    String htmlText = "<html><p><font color=\"#800080\" "
        + "size=\"4\" face=\"Verdana\">JButton</font> </p>"
        + "<font size=\"2\"><em>" + "with HTML text</em></font></html>";
    JButton btn = new JButton(htmlText);
    getContentPane().add(btn);

    WindowListener wndCloser = new WindowAdapter() {
      public void windowClosing(WindowEvent e) {
        System.exit(0);
      }
    };
    addWindowListener(wndCloser);
    setVisible(true);
  }

  public static void main(String args[]) {
    new HtmlButtons();
  }
}