Tom is right. It's a matter of finding the correct Ps custom shapes you would like to use.
Here is a link to yet another fantastic source of Custom shapes: http://www.deviantart.com/?q=Photoshop+Custom+shapes&offset=30
Here is a quick rundown of how its done.
Find a shape that you like and create it using the same technique I described in the previous tutorial.
Make it the color you desire.
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Open a layer style and add a gradient overlay. Reverse the gradient and lower it's opacity.
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Next, find the shape you would like to use for the inner effect.
On a new layer, create the shape inside the outer shape. It does not matter what color it is as we are only using it as a template.
name the layer inner template and turn the layer off.
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Next create a new layer. Command/Control + mouse click the inner template layers thumbnail to create the following selection.
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Choose your Gradient Tool, select the foreground to transparent preset from the gradient editor.
Set your foreground color to white.
Create a linear gradient going from top to bottom on the upper half of the selected area.
When your done hit Command/Control + D to deselect.
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Still working on the same layer, use your Elliptical Marquee Tool to create an ellipse looking something like the following.....
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Then hit Shift + Command/Control + I to invert the selection.
You should now have a set of marching ants on the edge of the canvas as well as the original selection.
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Hit delete on your keyboard.
Hit Command/Control + D to deselect.
Lower the opacity to about 60%. Your done.
It should now look like this.......
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Good luck!
