Argh, my PS6 machine is being used to render a big bryce scene at the moment. Let's see if I can explain it better. In the layers palette, you will see the Layer name and a little arrow to the right of it if there are layer effects applied. Click on the little arrow so it points downwards, revealing all the effects. Right click in the effects list, and you will get a popup menu. Choose the option "Create Layers" and it will create layers for each effect applied. Warning! Not all layer effects translate to their own layers very well. I usually aplly a drop shadow first, create a layer out of that, then apply my other effects separately. That help? If not I can post a screenshot later, after my scene has finished rendering.