Remember that Photoshop has nothing to do with web design. It's for editing/creating pretty pictures, but web items like forms are not pictures. They are interactive features made of HTML, styled with CSS and processed with a server side language like PHP. Try to get in the mindset of creating the form in HTML first, then looking at how to style it to look the way you want with CSS. You really don't need (or want) images at all in this situation (except perhaps for small enhancemenents that are hard to do with CSS like icons or background decorations).
There are lots of tutorials and examples online of how to create and style pretty forms. Even SitePoint has a book called Fancy Form Design.