This tutorial I found should explain things pretty well... it's not that hard. Since it's only part of the tutorial, I've linked you to the start of the shadow making. You might have to wait a few seconds. This one is for illustrator.
(From video instructions on request in case video gets deleted, is not accessible, or something prohibits viewing in the future: duplicate text, reflect text. Change the reflected text to a black to transparent black gradient that fades out away from the main text. Next, go to Transform --> Shear and choose your angle using horizontal axis. Lastly, align your shadow to your main text.)