I use widgets a lot. They are very useful, but at the same time is very hard to find the right design for your theme. I usually search a lot for one that has both the things I need and colors. Here is how to design a volume control widget in two classic colors, black and blue. You can choose other two colors
Open a new Adobe Photoshop document 200×200 pixel with white background. Make a new layer and set your foreground to black and with your Rounded Rectangular Tool draw a rectangular.
Open a new layer and with your Elliptical Marquee Tool draw a circle in the upper part of the rectangular. Fill it up with white and set the opacity to 46%.
Open a new layer set the foreground color to #397fff and the Rounded Rectangular Radius to 5 px. Now draw a rectangular in the middle of the first one.
Make a new layer, select your Line Tool (U) and start cutting the blue rectangular. Make sure the sections have the same size.
Now add some shadow to the first rectangular.
The result should be this.