Create a rounded rectangle using rounded rectangle shape tool.



Press Ctrl+T. Right Click and select Warp. Adjust the nodes as shown. Select Shell Lower from preset warp shapes at the top. Adjust settings as shown.





Press Ctrl+T and rotate 90°.



Press Ctrl+T. Right Click and select Warp. Adjust the nodes as shown.





Double click the layer to open layer style window. Apply settings as shown.





Ctrl+Click the layer thumbnail to get the selection. From select menu apply modify>>contract. Contract the selection by 3 pixels. Create a new layer and apply B&W gradient in linear mode. Change layer mode to "Screen" for this layer.



Create an ellipse using elliptical shape tool.



Double click the layer to open layer style window. Apply settings as shown.





Duplicate layer. Scale up a bit. Change layer mode to "Pin Light" and opacity to 40%. Move this layer one step below the layer in layer order in layer palette.


 
Create a rectangle using rectangular shape tool.



Press Ctrl+T. Right Click and select perspective. Adjust the nodes as shown.