Can somebody please teach me how to do good lighting like the lighting on my sig.

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ok, just take your grandient tool and set your colors: white and black
make a new layer, grandient your layer from where the light source is coming
and now just find a good blending mode

That's for depth :S (well I use it for depth, anyway)

If you want a light source, get a white soft px brush and just dab it on where the light is coming from, and set the blending mode.

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