
The layer’s parameters:
Blending Options>Drop Shadow
Blending Options>Gradient Overlay
Gradient’s parameters: 

Next we’ll draw the rest of the menu’s buttons with the same tool (
Custom Shape Tool (U)). Firstly mark out the layer containing the recently made button, clicking in the same time on the right mouse’s button to choose
Copy Layer Style option. When drawing the rest of the buttons we’ll need
Paste Layer Style option (copy the layer’s parameters).

This button must be cut out on its bottom part, pressing
Alt button. The operation may be done with the
Rectangle Tool (U).