I did not create this tutorial - I take no credit. 
Step 1Create a new layer, and select the polygonal lasso tool. Draw a triangle as shown on the left. When you have the selection, smooth it by 6.
Step 2Set the foreground color to #FFEB90 and the background to #FF7131. Select the gradient tool, then choose the radious mode. Click and drag from the top to bottom inside the selection, using the gradient tool. You should see something similar to mine on the left.
Step 3Open up the layer styles box for layer 1. Add an inner shadow with these settings... Blend Mode: Overlay Color: Black Angle: -90 Distance: 2 size: 1 Leave the rest of the settings as default.
Step 4Add an outer glow with these settings... blend mode: normal opacity: 33% size: 9px Spread: 0 Add an exclamation mark using the text tool. Set the color to black, the to size to 48, and set the font to Times New Roman. That will give us a nice thick character. Open the layer styles box for the text layer and add outer glow with these settings... Blend mode: normal opacity: 13% spread: 25 size: 8
Step 5Create a new layer. Select the rectangular marquee tool and set it to subtract. Cut the previous selection in half, leaving the top half. Contract the selection by 2 then smooth it by 4. Fill it with #ffffff (white) and set the opacity of the layer to 54%.
Step 6Deselect the selection by pressing ctrl+d. Create a new layer. Hold down your ctrl button and click the first layer we made, in the layer palette. This should create a selection around our triangle. Make sure your still on the top layer, which we just created. Set the foreground color to black and stroke the selection, this will create our border. Congratulations! Your finished!
