samuelc812 wrote:Adobe Photoshop CS3 Extended
I am working on doing the provinces of Algeria, Libya and Egypt as well as Turkey, i will have and update soon

As samuelc812 wrote, there's too much bevelling on the land. Also, using a global light source on bevelling can make the whole map look kind of odd. If you're married to bevelling, go for individual lightsources all aligned away or towards the centre of the 'continent', so there's a wholeness to each continent. It may just need less height on the bevel, but as it stands it looks kind of plastic, which detracts from the overall aesthetic of the map.
Personally, I think it's better using combinations of inner and outer glow. You can use inner glow with a large (10-40px) width, edge or centre, to get a nice gradient on your province colours, then a very tight (1-3px) outer glow (black, darken ~25-50%) to get the border definition in adjacent provinces. If you use outer glow like that, you'll need to layer the ocean before the land so it doesn't catch the glow, and give the ocean a similar outer glow to catch the coastline properly. Layer the legend/frame before the ocean to stop ocean outer glow catching the legend.
All up, it's looking very nice, though you're definitely going to have to consider army circles, as some provinces, such as Lebanon, Israel, Cyprus, and Crete are going to have trouble accomodating them.
One other thing, try not to use drop shadows on land, it makes it look like it's floating in the water. A better option is to use inner glow on the ocean, and choose any sort of pattern, straight gradient, ripples, whatever. To stop it glowing in the corners (top left and bottom right) just copy the ocean layer, paint it well past the edges of the map (dragging the layer corner closer to the centre if need be), set the fill to 0%, then apply the glow to that layer. Return the layer to its position, et voila, the glow on the outer edges shouldn't be visible as it's painted past the image boundary.