6. Now for the fun part. With your text/shape selected, hit CTRL+ALT+Down Arrow so it copies that layer and nudges it down 1 pixel. Do this 25-35 times until you have your desired thickness. Your layer palette will look like this.

7. What you need to do next is highlight every single layer EXCEPT for the bottom most layer (the original one), like so:

8. Merge all the selected layers (CTRL+E) and then move that layer below the original layer that was not included in the merge.