Create a circular selection on a layer in Photoshop.
Fill it with a white/black radial gradient centered on the specular highlight area. (the center of the upper left quadrant of the circle for example)
3D sphere is the result.
Composite/blend this layer with color or other graphics to create the 3D icon.
I would experiment with glassy orbs etc... as well, if I were using this approach for the symbol.
Be sure to create the graphic at high resolution; scaling it up later will result in degradation.
Personally, I think you should use simple vector graphics to create the icon.
3D icons with gradients etc... are far less versatile and effective than simple spot colors and abstract shapes/negative space.
GL