Step five:

Now choose the polygon tool and set sides to 3 and anti-aliased checked.

In a new layer draw a #000000 polygon. (width: 38 x height: 39)

Add the following layer styles: Drop Shadow, Stroke.



Step six:

Now make 2 more polygons by duplicating the polygon layer from step five and merging with a blank new layer. When you merge the duplicate and blank layer, your layer-styles setting should be on the layer permanently.