Fill 0% on the layers.
Blending Options-Gradient Overlay

Create Microsoft Windows Vista Wallpaper in Photoshop CS

Gradient?s parameters:

Create Microsoft Windows Vista Wallpaper in Photoshop CS

Make three copies of the new represented layer, but change the parameters for each of them. Applying the Free Transform
selection, make the copies smaller.

Create Microsoft Windows Vista Wallpaper in Photoshop CS

Blending Options-Gradient Overlay (for the red one)

Create Microsoft Windows Vista Wallpaper in Photoshop CS

Gradient?s parameters:

Create Microsoft Windows Vista Wallpaper in Photoshop CS