Step One
Start out with any sized document that you want, I used 400px by 40px. Take the rectangular Marquee tool and make a selection in the center of it then fill it with black.
Step Two
Now go to Layers - Layer Styles - Gradient Overlay. Now double click the gradient and use the setting below to come up with a custom gradient that I am using. Step Three
Then click the tab on the side that says Stroke. Make the color black, size 1, position outside. Now click the tab that says Bevel and Emboss. Use the below settings. Step Four
Now you should have something like below. Hope you enjoyed. If you want, you can add some text like I did. I used the font hooge 05_53. You can download it from here. I used 8pt font. I made the color of the font black, and then in the layers menu, I changed the text layers opacity 45. My layers are found below along with a final out come.