To create a drop shadow in Photoshop is fairly easy, once you have spent hours with Google sifting through the howto offers, that don't quite fit the bill.
Here's a quick 'n' dirty walk-through to spare your grief.
Fire up Photoshop, open a new blank canvas image. The canvas needs to be bigger than the graphic you want drop-shadowed. Open the graphic you want shadowed.
Ctrl-A > Ctrl-C.
Go to the blank canvas and paste the image.
Ctrl-V to paste image on canvas.
Photoshop should center the image on the canvas.
This creates a new layer. Check this on the Layer Panel, normally on the right.
Double click the new layer to launch a Layer Style properties box.
Select Drop Shadow.
Then you can mess with a few of the settings such as Distance, Spread, Size, Angle Opacity and Color.
You get a preview to see how the changes affect your image.
Select what ya like, Click OK and save your changes to disk.