Hard to explain to someone who has no expierence (i take it that you don't anyway because this is pretty easy to make)
I would start with expirementing with a program like Paint Shop Pro or Photoshop (Photoshop is better but also harder to use)
To make it is actually pretty easy, you just need to know to use what pictures, and what effects to use.
As how to make it like this one...
Find a background picture.
Put blinds over it, horizontal and vertical
2 black bars, 1 at the bottom, 1 at the top
Picture of a character or person
Put a shadow behind them, in my case i used a gold ish shadow make it blurry so that it spreads out.
Use some nice font, and don't fill the letters up, just the outside line, then put again a shadow under it and don't make that one blurry, otherwise it will mess things up.
Anyway making it is really easy, it really is, like i said before in other topics, working with a program isn't hard, it's to have the ideas to make it.