New Document

Make a 400x400 document. Now press "D" on your keyboard to reset the foreground and background colors to black and white. Make sure your background is white.

Stained Glass Filter Effect

Now apply Filter>Texture>Stained Glass and use these settings:

Magic wand tool

Now select the magic wand tool:

Click the black area to select just the black lines.

Black lines

Now press CNTRL+C to copy the selected black lines. Make a new layer and name it Links, press CNTRL+V to paste the lines. Delete the main background layer, dont need it anymore, make a new layer and paint it all in with white. Make sure your Links Layer is above the white background layer you just made.

Blending Options

Now right click your Links layer and go to Blending Options. Check off what I got checked off:

Apply these settings to Drop Shadow:

Apply these settings to Inner Glow (I used #EAEAEA for the color):

Your final effect should look similar to mine below: