Screws

Make a new document (100 x 100). Make a new layer. Draw a circle with the Elliptical Marquee tool. Save your selection (Select>Save Selection>Click OK)

Fill with medium gray. Feather by 4 pixels. Invert selection and press the "M" key. Now move the selection 2 pixels to the right and 2 pixels down,  with the arrow keys on the keyboard. 

Now go to Edit>Fill>100% White, click OK.

Move selection up 4 pixels and to the left 4 pixels. Fill with
black (
Edit> Fill>100% Black)

Load " Alpha 1" (Select>Load Selection>Click OK.)  Inverse selection and press delete.

Make a Vertical rectangular selection from the top of the circle to the bottom like shown. Fill with 60% Black (Edit>Fill>60% Black)

Move the selection 2 pixels to the right, Fill with 100% white.  Move it back 2 pixels and fill with 60% Black and deselect.

Ok lets Brighten it up a little bit: Go to Image>Adjust>Brightness, I entered for Bright +23 and Contrast +12, Click OK.
Last rotate,  Edit>Transform>Rotate, Hold down shift and rotate it 45 degrees.
Finished