Making of Missing Piece

Set shadow layer blend mode to soft light (so that the shadow is not so strong).

Create new layer, switch to very large (100-150px) black brush, and add some more strokes to the shadow.

Again, set this layer blend mode to Soft light.

And finally, in another new layer, use small soft brush for some more small shadow - right below the legs. Again, set layer blend mode to Soft light.

Repeat and create shadows for all pieces.

The final touch is to apply some blur to upper part of wallpaper - it will create illusion of macro photo shoot. First, we need "gradient selection" - that is, selection that goes from opaque on top to transparent on bottom. Here is how:

- switch to Quick Mask (Q). Switch to Gradient tool, make sure black-to-white gradient is selected. Draw gradient from middle to top of image. You should see red mask hiding not-selected area.

Turn off Quick Mask (hit Q again). This is approximately what selection should look like.