well which software do you use,
if you use fireworks, then create a shape, (click on item) on the bottom right there is a box that shows the effects you have placed on the item (it should be empty at the moment). you can add bevel (either upper or lower), or there is one that automatically does that, if you use fireworks mx, the bottom selection, contain a special bevel, select that and a edit option will popup, click "OK" and your done.
with photop its basically the same but location differs (havent used it in a while)
here are two examples how it looks