Page 2 - Detailing the Backgrounds.

Alright, now we will add some details on them, go to ur Layers window, and then select the Rounded Rectangle Layer u drawed in step one, right click it, then click on Rasterize Layer, and then right click the layer again, and select Blending Options.

Use these settings.

Inner Shadow :
Blend Mode : Normal
Color : White ( It's the box next to blend mode, click it. )
Angle : 120 Degrees.
Distance : 0px
Choke : 0px
Size : 5px

Color Overlay :
Blend Mode : Normal
Color : #313131 ( Explained above. )
Opacity : 100%

Stroke :
Size : 1px
Position : Outside
Blend Mode : Normal
Opacity : 75%
Fill Type : Color
Color : #000000

You should have it like the image above now.