First, open a new photoshop doc. give it moderately large size, like 200 by 200. Use RGB color mode, and a transparent background.
Now, go ahead and download these layer styles. Get them into photoshop (use the presets manager), and make sure you know where they are.
Next, select your rounded rectangle drawing tool. set it to "fixed size", set the height to 24(*this must be 24 for the given styles. you can change it, but you have to change the right parts of the stlyes too.*) and set the width to 20 or so pixels less than your doc is across. The corner radius should be about 5. Go ahead and put out 4 (yes, four) of these on your window, moderately well spaced.
two of these rounded rectangles should have a white background, and two should have a background that is #50a7ff (hey, that's what I used. feel free to pick your own favorite color). for each color, one should have the first of the two styles, and the other should have the second.
now, copy(use the "copy merged" command) the correct ends of the correct "buttons"(the left end of the second and fourth in my picture and the right end of the first and third), plus fair ammounts of the middles (the one of each color) into a new document (or if you really feel like it, a new layer). In the new document, arrange the bits however you see fit, and you have your buttons completed, except for one thing...
...the little lines between the button parts. Now, here's how they work... first create a new layer on top of all your others. in the "new layer" dialog, MAKE SURE TO CHECK THE BOX THAT SAYS "use previous layer to create mask". now, select the places where the "dividers" go (they should be 1 pixel across) and paint them. I usually paint them black/dark grey if they are over the clear part of the button and dark blue over the blue part. then set two layer properties: 1. the blend mode needs to be "multiply", 2. the opacity should be around 30%.
Now you're done! (unless it looks bad, in which case, either you made a mistake, or you don't like my buttons)