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do you mean something like this

[ATTACH]5609[/ATTACH]

for this I used the elliptical marquee tool

step 1 create new layer

step 2 create button shape with marquee tool

step 3 use paintbucket tool to fill in a dark colour (possibly lower layer opacity)

step 4 in layer blending option add a drop shadow

Step 5 repeat steps 1 to 4 but with the button colour

all it is is