My first tutorial ever, so it might suck. 

Going from this:   to this:

It's done in PSP X2, but I'm sure it's translatable.
It's very simple. ^^

Sharpen your base (if it's too bright, set it to multiply) 
-->

Layers > New Adjustment Layer > Levels
Fill in these settings (change them a bit if you want, it all depends on your base)
RGB
0 - 93 - 235
Like in the picture below



You'll get this ->

Layers > New Adjustment Layer > Channel Mixer

RED:
red; 140
green; -50
blue; 0

GREEN:
red; 0
green; 102
blue; 0

BLUE:
red; -10
green; 15
blue; 105

you'll get this ->

Duplicate your base, drag it to the top and set it to soft light. My opacity is at 40%, but it depens on your base, so just play around with the opacity a bit.

->

Merge all; duplicate your base and set it to soft light, desature it, gaussian blur it (radius 1,00)

you'll get this ->

The next step is optional, i made a new adjustment layer > hue/saturation
saturation -> +13

-->


Well, that's it. ^^
i hope it was a bit useful. 
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Other icons made with this tutorial: