Making a 3D Logo

Make a new document, 1000x1000 pixels

Now take the Custom shape tool and from it's options I've chose a musical note.

After putting the note on the document (dragging on the canvas with the custom shape tool) now choose the pen tool. Right click on the note and choose "make selection" with 1 pixel feather.

Make a new layer and fill the selection with any color you want.

Now hit CTRL+T to enter free transform and right click. Choose Perspective. Drag from right (or left) bottom corner and you'll see your note given a perspective look.

Now enter layer style options by double clicking the layer in the palette and give your object a drop shadow like in my example with the same color you filled it.

Now duplicate the layer several times. I made 9 copies.

Now select all but the background and press CTRL+E to merge them.

For the new object give it a drop shadow like mine:

I continued in the same style: I made a selection on a new layer using the circular marquee tool. Then, from this tool's options I've chosen "substract" and made another circular selection inside to "cut" the interior. I filled the selection with the same blue color and continued the same way described above. Shadow > Duplicate layers > Merge layers Shadow.

You're done: