kinda try and blur different parts and have other parts sharper. So it looks kinda 3d...
A not very good example: My sig, the sprite figure looks to be standing inside the swirl, and then the backround behind that. Yours just looks flat :p
And remeber your sig with the lens flare? If u had the lens flare behind the character that may have added some depth.
You could give me some of your recent work as a .psd and i'll try and give it some depth to show you if you want.