Welcome to the forum!
I don't have any experience with this really but I'll try to offer some advice.
First, if you have money to spare, there's the plug-in route. Flaming Pear has some plug-ins that let you create starfields with nebulae and other things (Glitterato), planets (Lunarcell), and start (Solarcell). I'm sure there are some other ones, maybe even free, that will let you do the same.
If you're going to do it by hand I'll suggest maybe using a big, soft airbrush with the opacity and flow turned down to experiment with nebulae.
For stars you're just going to have to change color, opacity, and size as you make little dots on the screen for the background starfield.
For the "focus" stars in the foreground, try using a soft brush and dab multiple times in the same spot making it harder, more opaque, and smaller with each dab. Maybe a lens flare effect could come into play?
There are some tutorials on this site for planets and such if you need those for your map.
I don't know if you were asking about the grid or not but I suggest drawing it on a layer and then using layer styles and opacity to get the look you want. Try a single-pixel brush and holding the shift key to draw horizontally and vertically. Just draw one line and then duplicate the layer and use the Offset filter to move it x pixels over or down and keep that up until you've got your grid. Then you can group all of the lines into a folder or merge the layers.
Hope some of that helps! I just got Rogue Trader from Amazon a couple of days ago...haven't been able to crack it open because the in-laws are over. Looking forward to reading it though - loved Dark Heresy.