Can be difficult. I've been known to use a little plastic dropper or paintdrush to dab Round Up on the buttercups - thus avoiding the grass. I find selective lawn weedkillers are rubbish and don't kill the weed.
I've also got one of those lawn weeders (like this one http://www.twowests.co.uk/TwoWestsSite/product/TOSPW.htm) - to take out the biggest ones (that's a very satisfying job).....