Photoshop Web Button

Step 1
Create new document and set white as background color.
Using Rounded reqtangle tool create shape as below.
Radius is 5px and foreground color is #3584DE.

Step 2
Now go to the blending options for the shapes layer and use "Inner Glow", "Gradient overaly" and "Stroke" settings.

 

Step 3
Create new layer, zoom in, and draw two vertical lines like it's beeing showed on a picture below.

Now you have this:

Step 5
Type some text and add your favorite icon and we're done.