Want to make a glassy orb? First, make a new document (CTRL + N). Then make a circle on a new layer, using your Circular Marquee Tool. To achieve a perfect circle, press shift while you're dragging out your shape.

Give the layer with the circle on it the Inner Glow effect (right click on the layer in the Layers Window >> Blending Options). Change the color to black, and the Blend Mode to Multiply.

Create a new layer. Drag your linear Gradient Tool (white to transparent) from top to bottom on the circle. Make the gradient end close to the bottom of the circle, but not quite.

Press CTRL + T at the same time to transform your Gradient layer. Transform the gradient so it ends halfway in the circle. Also drag it in a bit from the sides.

This is your orb: