Adding to Andy's answer (which is correct):
You can also simply REMOVE the drop shadow effect by deleting the effect on the layers where they appear, then merge them and then color all this to black.
You should also work in grayscale and/or save in bitmap mode when you're done (since you don't have Illustrator.)
What your printer wants is a mass of 100% black where the embossing will be; you use the same technique as for a spot varnish file. Make sure your "embossing mask" file is the exact same size and same position as your print-ready file.
If you want the drop shadow to become 100% black as well:
1) merge your layers as you did with the drop shadow, then go in the image > adjustment > levels, choose the black color picker and go click on the drop grayscale part your want black.
2) merge your layers as you did with the drop shadow, use the image > adjustment > curves, and add the number "100" in the lowest values on the right (eg. add the number 100 to the field next to 10-20-30-40-50, etc.)
3) add some density to your drop shadow to create an outline instead of a gradient; add some "spread", remove the blur and put the opacity to 100% to your drop shadow in the effect window.
Frankly I don't suggest you emboss the drop shadow but it's up to you.