Create a new document 640x480 with a white background, select the elliptical marquee tool and draw out your circle, fill with any color as this will change in a minute.
Now add these layer styles, I'm going for a bluish looking icon, just change the colors accordingly in the layer styles to suit your needs.
You should now be left with this.
Still with the elliptical marquee tool draw another circle at the top like this.
Fill with the color white, then click the "add layer mask button".
Now select the gradient tool making sure you have the color black as your foreground, and simply drag from the middle of the white circle to the top of the white circle, set the opacity to about 54% You should then have something like this.
Do the same as above creating a total of 3 circles two at the top making one smaller one and one at the bottom. You should have something like this.
Now for your actual icon, select the custom shapes tool.
At the top where it says "shape:" click the little arrow and select your desired shape.
Drag out your shape onto your orb, once you have done that select the "pen tool" and right click your canvas then goto "fill path" press ok when the dialog box pops up. You should be left with this.
Now you can leave it as it is OR add these layer styles to you icon image.
Your icon should now look like this.
That's it all done, now resize it to your desired size.
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