Designing a similar icon frame

[Compile 'em all]

Hey guys, I am a total beginner when it comes to photoshop and naturally my app icons suck. I know how to use photoshop though (read: where to find things) but I am totally failing to generate a similar icon frame to any of these icons. I noticed that the 3 icons seem to have depth as if the inside of the frame is a bit pushed downwards. Is that done using inner shadow? Also generally speaking how do I go about doing the frame itself, stroke with gradient? I really don't want to generate an exact frame like any of the icons but rather a hint in the right direction would suffice. Any advice, hints are highly appreciated. Thanks!

 

[sthursby]

It can probably be done using layer styles....I don't have PS open, but maybe this'll be along the right lines? All figures are, obviously, give or take...

–Gradient stroke, perhaps either going from a lighter medium to darker medium grey or one of the "metal" presets, 5px
–Inner glow, black, at 25%
–Drop shadow, black, at 20%
–Maybe a bevel & emboss with the range (I believe that's the correct field?) absolutely cranked up to give it a soft, pillowey feel

No idea if this is even close or not