Part Two! (Styling)

Make a Selection on the second layer.

Go to "Selection -> Modiy -> Contract"
Options: 1px

Then go to the second layer again and press Dodge tool

Dodge Options:
Brush size: 60px
Mode: Highlights
Opacity: 100%

Make a Selection on the third layer, then take Elliptical Marquee Tool (M) and set to "Subtract from selection"
Feather: 0px
Anti-lised.
Style: Normal
And drag it so it looks like this.

Select Gradient Overlay (G)

Now, drag the pointer under and up.

Select the blue orb layer.

Go to "Selection -> Transform Selection"

Press on "Levels"

Levels Options:

Select the Layer "Levels 1" then go to "Selection -> Transform Selection"

Go to Levels again
Options:

So far so good?

Select the blue layer once again and go to "Inner glow" at layer style.

Result:

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