A Review of Blue background for website by Nate Hamilton

I think your right, you don't have a lot of depth on this. The effect you are going for is called a "Bokeh" effect. You can find tutorials here:

http://www.photoshopwebsite.com/photoshop-tutorials/15-bokeh-effects-photoshop-tutorials-100bokeh-brushes-for-free-download/

I think part of the problem is that you don't really have fills on any of the shapes. The shapes need to have varied levels of opacity's on the fill. Keep working on it.