Building shadows

Paintshop

1. With the text tool write something, for example 'Click Here!'
2. Click on 'Image', then click on 'Effects', and finally click on 'Drop Shadows'. Click on 'Ok'
3. Change the selected text color using the Flood Fill tool
4. Remove the selection (pick the text tool again, point it on the selected text and click with the right mouse button)

Photoshop

1. Create a new image (RGB method)
2. With the text tool write something, for example 'Click Here!'
3. Click on 'Level', 'Effects', 'External shadow', then click on 'Ok'

Following the above steps, you should get something like this: