The last two petals are the two I found the most enjoyable to work on, since the shading is a little more interesting.  Load Petal 5, and select the larger part at the bottom with your magic wand.  Modify the selection...expand by 1, and add a new layer.  Do not deselect.

Shade this part in the same way you've done the other petals.  Use your airbrush, and spray quite heavily at the bottom of the selection and lighter higher up toward the top.  Lower the size of your airbrush to about 6, and spray under the left hand side of the part that's folded outward on the top, as shown below.  Right in the middle of the curved out part of the area you're working on, spray a fairly large dot of white, to bring out the curve.

Do not deselect.  Gaussian blur 5.  Use your smudge tool to bring out some of the darker color into the light, as in the other petals, and smudge the shadow under the lip of the upper part of the petal at the left end, as shown below.

Step  9

Now select the part of the petal that's turned back at the top of the one you just finished, expand the selection by 1, do not deselect. Add a new layer, and shade as below.

Again, using your smudge brush, pull some of the darker color into the lighter color, remembering to curve the lines to follow the shape of the petal, as below.

Gaussian blur, but set it to a lower number between 1-3, so as not to lose the definition of the fine smudged lines.  If it doesn't look right the first time, just undo and try a different setting.  You'll notice a small line between this part of the petal and the middle part of the rose.  We'll deal with that later.

Step 10

Now we'll work on the largest petal.  The shading is done with one of the darker shades, and white.  Click inside the top part of the petal that's turned outward, and expand the selection by 1.  Keep selected, and add a new layer.  Shade as below.

Gaussian blur 5, then smudge tool set to size 1, pull out some of the darker color into the white, as below.

Gaussian blur set to one or two.  Anything higher will take out the fine lines you smudged.  The top of the petal should now look similar to the picture below.

Step 11

Select the lower, outside part of this petal with your magic wand, and expand the selection by 1.  Add a new layer, and shade as below.

Gaussian blur by 5, and your petal should look similar to the picture below.

Step 12

Now select the inside of the same petal, as in the picture below, keep selected, and add a new layer.

Spray the entire area with one of the darker shades in your palette.  Don't deselect.  Gaussian blur by 5.  Now you can deselect.

Step 13

Your petals are all colored, and now's the time to deal with the little 'cleanup' details.  On the petal you just finished, there's a line showing that was there as a guideline for the top of the petal that turns out, as in the picture below.

Go to the layer with the line drawing on it for that petal, and using your retouch tool set to push, sizeto about 3...opacity and density to 100 and step to 1, start close to the line and 'push' the lighter color over it.  You should see the line disappear.

Go to your layer palette, and make all but the coloring layers and the line drawing layer for this petal invisible.  Go to layers/merge/merge visible, and merge the layers. 

Using your smudge brush (don't forget to reset to the original settings you used, since the push tool uses the same settings), smudge the darker color of the inside of the petal up into the lighter part, as shown below. 

Step 14

On the smaller petal with the turned top, there is a similar line showing, shown below.

Now go to the colored layer for the center of the rose, and click inside the lighter color with the magic wand to select it, as in the picture below.  Since this was colored with the airbrush, you will likely have to set your tolerance fairly high.  I set mine at 25, to make sure I got the entire area in this selection.

Do not deselect.  Add another layer and use the airbrush to color the selection on the new layer.

Deselect.  In your layer palette, drag the new layer above the colored layer for the turned petal.  Make all layers invisible but the petal line drawing, the first coloring layer, and the new layer you just created.  Merge the three layers.  Now you can smudge the colors into each other to create a smoother transition between them, as below.

Step 15

Using your paintbrush set to size 3, opacity and density to about 30,  color white, draw some defining lines on the edges of the middle petals, as below.

Using your push brush set to about size 2...hardness 100...opacity 100...step 1...density 100, clear up any messy edges, such as in the larger image above on the edge of the petal to the right.

Go to layers...merge...merge all.  Add some leaves and your rose is done!