As A]mun said, that is because you probably haven't imported a DISBTN version of the BTN icon you imported. The DISBTN icon is the greyed out version. And make sure you set its custom path correctly, as described in the link provided above.
So if your icon is called "Blah," for example, the BTN's path would be: ReplaceableTextures\CommandButtons\BTNBlah.blp
And the DISBTN's path would be: ReplaceableTextures\CommandButtonsDisabled\DISBTNBlah.blp