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 The first thing you do is open up the texture you want to fill the shape with. | 
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 Then you goto Channels, click on the small black triangle to create a new one, save it as #4.  Once you do that, goto #4 and draw your shape (It should be black). | 
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 The next thing you do is go back to the RGB channel. (DO NOT DE-SELECT) | 
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 You should see the Marquee, just as you drew it  (DO NOT DE-SELECT).  You now need to copy the shape by doing (CTRL C) Goto File>New. You do not need to change the dimensions, just push ok. | 
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 Now do (CTRL V) which will paste the shape on to your new canvas. |