Step 1: Choose Rounded Reactangle tool 
and make
a simple shape like this one:
Step 2: Right click on the shape and select Blending Options > Drop Shadow:
Step 3: Select Bevel and Emboss in Blending Options:
Step 4: Select Stroke in Blending Options:
Step 5: Select Filter > Sketch > Plaster:
Step 6: Set these options:
Step 7: Write a "GO" text and your button should look something like this:
