1 Make a new document: 400 * 200.
2 Set black as the background.
3 Take the "Horizontal Type Tool" and type what you want. Set white as the text color.
4 Go Layer> Merge Down or Ctrl + E
5 Go Image> Rotate Canvas> 90 CW (3 times). Should look like this.
Picture
6 Go Filter> Stylize> Wind (Method: Wind Direction: From the Right) Do it once again or push Ctrl + F
7 Go Image> Rotate Canvas> 90 CW (Once).
8 Go Filter> Render> Lighting Effects with these settings below.
Picture
Now ur done, should look something like this. Was kinda simple, right?
Picture