believe it or not Photoshop comes with shape tools! so i USED them to make a chess piece! (WoW) Draw out a few ROUNDED RECTANGLES where you might imagine they would go! i chose to click and drag the left mouse button to make mine.
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Now using what is called "the Pen Tool" i connected the pieces on a layer below the shapes! seen here in red!
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Now rasterise all those layers and merge them (remember to make the red part black) and using the warp tools and the eraser smooth out shape the edges how you like them
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Now invert it!! (thats a tool also ofered in Photoshop found under the Image-adjustment menu
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Now get ready we are going to get all super advanced here....
Take the "burn" tool and (holding the shift key, makes straight lines), 'Burn' shadows across the shape where the creases are and along the edges. Add a small "blur" to smooth out the brush strokes and you have discovered the amazing ability of shapes!