The finished composite shot is made up of these six individual images.

First a Christmas tree was shot with the lens wide open and
the very much out of focus.

Next came this setup *here*.

And in that, a number of images were made with a single flash coming
from individual directions for each shot. The handheld Canon 550EX
flash was triggered by the wireless Canon Speedlite Transmitter ST-E2.
In this case, the same could have been achieved just with a cord between
the camera and flash, but the wireless transmitter just means I'm less
likely to unwittingly pull and topple the camera over (I'm a bit klutzy
like that -- leave a cord dangling from my camera and I'll trip over it).

But also with this, some tinfoil was put on the flash to effectively
make it more of a controled spot light rather than just spilling
light all over the place (sort of like the difference between using
a paint brush to selectively apply paint as oppose to just throwing
a whole can of paint against the wall all at once).

After, it was a matter of deciding which of these two dozen flash
shots would work best together (it's just easier to shoot a whole
bunch of them quickly and decide afterwards which one work best together
rather than getting too bogged down by trying to get too calculating
and too perfectionistic with each individual shot).

Eventually, of the two dozen flash shots, I picked the five shots you see
above, and cut & paste different parts of each of them in Photoshop to give
the final composite image as seen *here*.

And that's that.