Here are a couple of examples.
I have added a drop shadow style to the action, however the values I used are for very large images so at the end of the action you may need to adjust the drop shadow style.
One more thing is that when you run the action you may get a message saying “The object Background is not currently available” just hit continue. That happens because the first step of the action is to unlock the layer, however if the layer is not locked you get that message.
You can download the action here Page Curl Action
To install it just unzip the contents of the .zip file in your Photoshop actions folder.
Choose which of the four included actions (top left, top right, bottom left, bottom right) you want to run and just hit play.
This action was created with Photoshop CS2 but should also be compatible with Photoshop CS as well but not with previous Photoshop versions.