This tutorial describes how to make simple link separators. These have the illusion of being inset or engraved.
Get a simple navigation bar ready for this.
Create a new layer and make a vertical line inside this navigation bar. Make sure the color is set to black. I zoomed in so you can see.
Now duplicate it and nudge it 1px to the right. Change the color of this line to white.
Set the layer with the black line to 50% opacity and 50% fill. Set the layer with the white line to 80% opacity and 80% fill.
Merge the 2 layers together and duplicate it as many times as needed to accommodate for the amount of links you have. Also, make sure you align them with your text.
Final Result