Learn to Create Flash Header with this superb tutorial
To get started you need to have several images already manipulated with your favourite graphic manipulation software such as photoshop, the images should look something like this:
... mainly they are transparent png files.
The next part would be to place the newly created images into "./flash/img" folder, or create another folder of your choise yet this will require some path changes on the xml also.
Once the images are in place all that is left is to fill the xml file at "./flash/xml.xml" with the exact images names choosen:
... here, where it says "player_reflected1.png" and the rest just replace with own images names, also if you've changed the image folder name do not forget to fill it also.
Optionaly one could do further customisation inside the flash itself yet this part is not a must.
Iniside the flash Library there are 3 main images (.png) that are used to mask the end (left and right edges):
bk_left.png, bk_right.png, bk_right_perspective.png
You can find the full creating flash header tutorial here