Step one:
Create a new layer-set Clean Design. In a new layer draw a white round rectangle with radius of 8px. This will be your header canvas, the size of the round rectangle in this tutorial is around 700px x 170px.
Add the following layer styles: Drop Shadow, Inner Shadow, Stroke.
Step two:
In a new layer, draw a smaller #005DA5 round rectangle than the header round rectangle. Position on the right side of the header.
Add the following layer styles: Outer Glow, Gradient Overlay.