Select the top layer. Add a slight drop shadow with Effects> 3D Effects> Drop Shadow. Settings: Horizontal +2, Vertical +2, Opacity 50%, Blur 2, color Black. Leave "Shadow on new layer" unchecked.
Note: You may have to adjust the drop shadow settings to get the same effect on a much larger heart.
Select layer that is second from top (white heart, Copy of Vector 1). Apply a drop shadow with the same settings.
Click the "eye" button on the layer palette to hide the background layer (if you have one) and merge all visible layers ( Layers > Merge Visible). If you're using a background, you can make it visible again after merging heart layers.
