1. Begin with a new file, size and color doesn´t matter. Then create a new layer.

2. Now it´s up to you to decide what shape you want and draw out that and apply this settings. Below is the shape I decided to use in this tutorial. ( Click for larger view )

And you are done!

This is what i came up with.

This effects can you apply to your website header. Below is an example on a header i did on my old site.