get a new leaf
blur it a bit,
and do what marco did.
add some noise or texture, then paint the highlights with a "lighten" or "overlay" layer.. blur and blend (on a new layer)..
then create a new layer and merge visable (cnt-alt-shft-e) on it.. set that on overlay and blur!!! quite a bit!!.. lower the Opacity to taste (perhaps lower the saturation too)
Merge visable on a new layer and use "sharpen more".. set to luminosity and set the opacity to taste.. mask out the bad spots..
merge Visable again on a new layer and set that to color.. blur alot..., and set the opacity again..
the above would be my way..
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if you really want easy depth then create a path around the bug.. and bevel with layer options.. then mask.
either way.. get a new leaf