Shelly1 has given his permission for his mini tut to be posted here.
Making a glass ball
1,Draw a circle, light blue, convert to raster layer,duplicate 4 times.
2,Take the first copy and use drop Shadow:- vert. 1, horz. 1, opac 25,blur 40,shadow black.
3,Next copy, drop Shadow:- vert. -1, horz. -1, opac 25,blur 40,shadow black.
4,Next copy,Use cutout:- vert. 5, horz. 5, opac 25,blur 40,shadow black.
5,Next copy,Use cutout:- vert. -5, horz. -5, opac 25,blur 40,shadow black.
6, Reduce the opacity off all the copied layers to 50%(not the original circle leave that at 100%)
7, Now make a white cresent and place it at the top & bottom of your image and place it between layer 2 & 3.
 
Now add a few highlights like a white star and paint strokes and blur.
You can use this method with most images without using filters.
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