i would greatly appreciate steps =]

i think you want to learn how to blend
so here is a link
http://www.createblog.com/tutorials/tutorial.php?id=1211

you can add a pic on a top layer, then like use the gradient to soften the edges, and blend the four images on other layer below it. you need to learn the basics of blending to get it down.

look around for blending tutorials.
google is awesome, so try searching there. tutorials help greatly.

Whoa, just saw this topic here. Moving it to Graphics Help in case the OP ever comes back. :S