Ravells, do you mean "create layer" with the effect? That's one of my favorite tricks—right (mac: control) click on the effect in Photoshop and select "Create Layer" which moves each of the effects to their own layer. It allows you to apply multiple instances of an effect. For example, you could add thin strokes to fat strokes, or multiple strokes, or you could choose to apply your gradient overlay to your original layer (by merging the two) while leaving other effects still editable.