You could try a Drop Shadow?
Mike is partial right, the rectangle requires a highlight and a shadow to look like it is 3d. This is where the bevel style comes in. It will add those for you. Then the drop shadow will let it look like it is further from the page.
So for the rectangle layer, double click on the layer any place to the right of the name on that layer. This will bring up the styles. choose bevel then you can adjust it to your hearts content, then if you would like it to pop off the page a bit go ahead and add that drop shadow.