How made a Close button with Photoshop
Just a simple button
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Ok i'll try to be the most clear possible. But I'm French and my Photoshop is in this language thus at each step see the picture 
(Click on each to see the full picture in a other window) and make/set all like in them when you will finished the button you could in future make your own
First picture to show what i talk about
Create a new file 30 px per 28 px; transparent
select selection tool and select all the layer, right click on the layer and select borders, choose a color here true blue at 60% of luminosity, and press ok
Now you get this
Make the same with a more clear color, Now make a range between first color of border and this same color but at 100% of luminosity (see following picture)
Ok now select the top half of the range, create a new layer
and made an other range between white (FFFFFF) and transparency.
Set the opacity of this layer at 25%
Fusion the two layer, and select one pixel at each corner.
Cut them and select the form tool (see the picture on right), and set it like in bottom of picture.
Select all the picture with this tool and select the pen tool.
Right click with it in selection and select "create a Vectorial Mask".
Create a new layer and select the Pencil
Draw a cross in white on new layer and select his transparency
take the selection tool
Right click on the selection, choose borders
Set opacity at 50% and choose the first color of borders.
Save as .PNG
Open this .png and set the Opacity at 80%
Save as .PNG. Now you know how make a close button, and it's the same for others
I hope all of that is clear, feel free to ask or comment.
(Click on each to see the full picture in a other window) and make/set all like in them when you will finished the button you could in future make your ownFirst picture to show what i talk about
Create a new file 30 px per 28 px; transparent
select selection tool and select all the layer, right click on the layer and select borders, choose a color here true blue at 60% of luminosity, and press ok
Now you get this
Make the same with a more clear color, Now make a range between first color of border and this same color but at 100% of luminosity (see following picture)
Ok now select the top half of the range, create a new layer
and made an other range between white (FFFFFF) and transparency.
Set the opacity of this layer at 25%
Fusion the two layer, and select one pixel at each corner.
Cut them and select the form tool (see the picture on right), and set it like in bottom of picture.
Select all the picture with this tool and select the pen tool.
Right click with it in selection and select "create a Vectorial Mask".
Create a new layer and select the Pencil
Draw a cross in white on new layer and select his transparency
take the selection tool
Right click on the selection, choose borders
Set opacity at 50% and choose the first color of borders.
Save as .PNG
Open this .png and set the Opacity at 80%
Save as .PNG. Now you know how make a close button, and it's the same for others
I hope all of that is clear, feel free to ask or comment.