You can't select multiple items in the Gallery or any other place in the software to apply a common action (other than Group). When you click 'Gallery...' on the Appearance Tab, it pulls up (I believe) the Images tab instead of the Buttons tag as you are asking to add an image to a button. I believe we reported this as a bug/less than useful feature during the Beta Cycle.
The easiest way is to use the drag and drop to pull buttons from the gallery and modify them as needed.
