Final image

Step 1

Open 600x600 pixels document. Draw shape of glow lamp.

Step 2

Color shape in yellow.

Step 3

Go to Layer>Layer Style>Blending Option and do like in next step's.

Outer Glow

Step 4

Inner Glow

Step 5

Bevel and Emboss

Step 6

Color Overlay.

Step 7

And in just few steps we have nice shining effect.