Create now a new layer. Select then the tool it is shown here and represent a triangle of white color above the X symbol.
Fill 70% on the layers.

Press the Ctrl button and click in the same time on the X symbol’s layer.

Click on the right mouse’s button and mark out the layer of white color inside the Select Inverse option.
Press on Delete button. Choose after that a brush of black color with blurred edges and a faint Opacity to dark out a little the edges of X symbol.

Write the title, but be attentive with the demands inserted in the table from below:

Blending Options-Drop Shadow