The first step is of course that you create a new file. Go to File > New or simply press Ctrl + N. Choose your size according to your own preference and click OK. Here we use a size of 600×147 pixels.
Now think about the background you want to use and pick out two colors to use in your background. Two shades of blue are used here. Our foreground color is set to #10365a and background color is #2070bf. Then select the Gradient Tool and pick the foreground and background colors, linear gradients.
Now simply drag the gradient from top to bottom on the layer.
Add a new layer where you want to place the navigation links. Use a Rectangular Marquee Tool ( ) and select a white fill.
Change this layer's blending mode to Soft Light and lower the fill to 25%.
Now add a separator in the middle of the link. Create a new layer, use the Rectangular Marquee Tool again, and use one pixel on this layer. Remember the background color we used? We'll use the same ones, just in reverse order. So at this time please set your foreground color to #2070bf and your background color to #10365a. Then use the foreground color under the background color in the gradient, select the linear gradient again, and drag the gradient from top to bottom. This will be your delimiter.
Change the blending mode of this layer to Soft Light to make it blend better.
Press Ctrl+J to duplicate this layer. Decide based on how many navigation links you want. Then simply move it into position.
To add some details to the navigation bar. Create a new layer and use the Rectangular Marquee Tool to create a selection between the two separators. The selection will then be filled with color. The first color used here is #60c100.
Now in every separator space we have to repeat this step. To make sure you have the same size, simply repeat this layer each time and move on to the next space. Then Ctrl+click the small picture in front of the palette in your layers window. This will select a rectangular selection. Then, just use the Paint Bucket Tool ( ) to fill it with other colors. The color used this time is #f80000.