BANG!
Seriously though, lets assume that you already have your recorded macro. If you press Alt&F11 you will be taken to the Visual Basic Editor (VBE). Here you should see, in the Project window, the VBAProject associated with your workbook. Under the project will be a folder called 'Modules' - double-click on this and it will show that it contains a module called 'Module1'. Within this module you will see the macro that you recorded, make a note of the name (probably Macro1).
Now, go back to the Excel window where you have added the Command Button from the Controls Toolbox. Double-click on the CommandButton and you will be taken back to the VBE between some lines of code like this:
Code:
Private Sub CommandButton1_Click()
End Sub
Between those lines write the name of your macro (Macro1). Alternatively, you can type 'Module1' immediately followed by a full stop (.) - this will then give you the option to choose from the macros contained in Module1.
Now go back to Excel and exit Desin Mode. That's it, whenever you click the button your routine will be executed.
HTH