its actually easier to draw a sphere, do a circle selection, paint the sphere black, then take a soft round brush, pretty big on a low opacity and then put the center of the brush where the light directly shines on.. i'll do one in a sec and post so you know what i mean.
then you can copy the black sphere, lower the opacity of the entire layer and stretch it so that its directly across from the place where the light shines directly on the sphere