You can request one in the Signature Request forum but only after you make 100 posts to the forums. I personally have no idea how to make them but there are a ton of talented people here who do. So - after you make your 100 posts send a request with the pics, theme, and wording you would like and I'm sure someone will gladly take on the task. Happy posting!
I just tried my hand at my first one. I've been dabbling in digital scrapbooking for a while now, and it's basically the same thing, I think. Mine looks more like a scrapbook page than most on here, but I wasn't real sure about how to make the edges look more blended so I just went with a square. I use the program GIMP (which is like a free Photoshop). Not sure what the others on here use. The "elements" that I use are various freebies I've scoured from scrapbooking blogs. PM for complete credits.