Open up a canvas about 100x100 with transparent background.
Pick the text tool...choose a font you like.
Made the foreground colour nul, and the background black or fill(which ever you call it.)
Choose the size of text 24 is good.
Tick Selection and Antilias
Type your name, when i goes to the canvas it will seem invisible, but with marching ants.
Go to effects....drop shadow...Vertical 4...Horizontal 1.....Opacity 50-100, mess around till you see which you like....Blur 5...Colour black.
Selections...none
Go to file....export as picture tube...name it....ok...
Now its in your tubes in PSP....each time you want to use it just go to picture tubes and hey presto.....
Hope this is ok....show me your results