Does anyone know a tutorial, that will help me create an effect like the one in the first image on this page?

http://abduzeedo.com/typography-mania-128

Sorry, are we looking for the Cap R effect or the shattered Smells Like Teen Spirit (It's late here and beer has been taken)?

I guess that's what we're talking about. Saeglopur, you should look for an answer on a more appropriate forum, like from an image manipulation software (Photoshop, Gimp, etc.).

The beveling tool of Xara may be of help.