I'll have to see if I can find the tut somewhere. To make a "lump" use your burn tool. For extra depth, use your dodge tool for a highlight on side of the light source of the lump.
To shadow an element (ie string) that is wrapped around something else, duplicate your string and put the duplicated layer underneath whatever you are wrapping it around (ie frame). You delete the bits on the top element and only shadow the bottom one. Whatever is left on top that requires shadowing, use your burn tool.
To delete the bits of string on top, ctrl+click on the thumbnail of your frame to get marching ants around it. Now click on the top string layer (marching ants will still be around your frame) and use your quick selection tool to unselect the parts that you do not want erased. Make sure you have the "subtract from selection" on the top bar selected when you do this. When you are satisfied, you can ctrl+x to remove the selected parts of the string. What you should end up with is the string "wrapped around" the frame. If not, thank goodness for ctrl+z!
I'll go see if I can find those tuts so you can see some pictures!