Hi i try this ..

You have to define new .py and .xml file ..

in .xml file input this code 

<?xml version="1.0" encoding="utf-8"?>
<openerp>
    <data>		
        <record id="view_approve_leaves" model="ir.ui.view">
            <field name="name">Approve Timesheet</field>
            <field name="model">approve.leave</field>
            <field name="arch" type="xml">
               <form string="Approve">
                    <group>
                        <separator string="Are you sure you want to approve these Leave?"/>
                    </group>                    
                    <footer>
                         <button name="approve" string="Approve" type="object" class="oe_highlight"/>
	                       or
                        <button string="Cancel" class="oe_link" special="cancel" />
                    </footer>
                </form>
            </field>
        </record>
            	
        <act_window name="Approve"
            res_model="approve.leave"
            src_model="hr.holidays"
            view_mode="form"
            view_id="view_approve_leaves"        
            target="new"
            key2="client_action_multi"
            id="action_view_approve_leaves"/>		
	</data>
</openerp>

in .py file input this code :

from openerp.osv import osv,fields
class approve_leave(osv.osv_memory):
    _name = 'approve.leave'
    _description = 'Approve Leaves'
    
    def approve(self,cr,uid,ids,context=None):
        active_ids = context.get('active_ids')        
        if active_ids :
            self.pool.get('hr.holidays').signal_workflow(cr, uid, active_ids, 'validate' )           
        return True         

You have to sent signal_workflow instead write the state.

Hope this help !