Now, I'm no slouch with Photoshop, but what I'm about to ask may make me sound like quite the opposite 
Say I have a layer with some effects. How do I make those effects a part of the layer? For example, if I have a square with a drop shadow effect, how do I merge the shaddow effect and the square into one?
Say I have a layer with some effects. How do I make those effects a part of the layer? For example, if I have a square with a drop shadow effect, how do I merge the shaddow effect and the square into one?