Preview:
Orange Theme Navigation Interface.
Step 1:
Let’s start out by creating a new file. I used a 800×200 pixels canvas set at 72dpi, and I filled my background with a black color. Now make a new layer set and name it 'Navigation Interface'. In a new layer draw a large rectangle with 99 x 73 px dimensions and #272727 color shade.
Step 2:
Under Layer Style(Layer > Layer Style) add a Drop Shadow, Inner Shadow and Gradient Overlay blending options to your gray rectangle layer.

Result:
Step 3:
Select the Horizontal Type Tool and set the font family to Century Gothic, regular, 11 pt, crisp and white color shade. In a new text layer type your first navigation link on the center of the gradient rectangle.
Step 4:
In a new layer draw a long rectangle with 648 x 72 px dimensions and #FF9000 color shade next to the gray rectangle with gradient effect.
Step 5:
Under Layer Style(Layer > Layer Style) add a Drop Shadow, Inner Shadow and Gradient Overlay blending options to the orange rectangle.

Result:
Step 6:
Add the rest of your navigation links on the orange rectangle.
Step 7:
Now add a line spacer between your links, in a new layer draw a 1 px white line between your first and second navigation link. Then set the layer's blending mode to Color Dodge at 13% opacity level.
Step 8:
Create a new layer. Next to the white line draw a 1px black line. Then set the layer's blending mode to Soft Light at 40% opacity level.
Step 9:
Add a line spacer for the rest of your navigation links.
Step 10:
In a new layer draw a white rectangle with 218 x 72 px dimensions at the end of your navigation interface. Then set the layer's blending mode to Overlay.

Result:
Step 11:
On the yellow gradient space of the navigation interface add a simple search box made up of white rectangle.
Step 12:
Now for the search button make a new layer and draw a white rectangle with a short width. Then under Layer Style(Layer > Layer Style) add an Inner Shadow and Gradient Overlay blending options.

Result:
Step 13:
Add a 'go' text on the search button.
Results:
Orange Theme Navigation Interface.