Create a new document 60x60,
background contents: Transparent

Then use the PENCIL tool, brush size 4px. Set the foreground color to white, then draw a vertical on the left and horizontal line at the bottom. (see image)

Then go to Edit » Define Pattern and save it as "Square"

Now close it. no need to save.

Start a new document, about 500x500.

- Use the Ellipse shape tool.
- While holding down SHIFT, draw a round shape.

Apply the following Layer Styles to the shape:

- Gradient Overlay

- Inner Shadow

- Now create a NEW LAYER, name this layer "Grid"

- On that new layer, go to Edit » Fill. Select Use: Pattern, then in the Custom Pattern: select the square pattern you created in the first step.

- Download this MAP

- Open that map in photoshop, and copy that map layer into your current document.

- Move your map and position it on the globe.

- CTRL+Click on the round shape layer (the one you applied the layer styles to earlier) to load it's selection.

- Now click on the map layer to select it as the working layer.

Now select the Grid layer as the working layer, then:

Now go to Filter » Distort » Spherize
- Amount: 100%, mode: Normal

Move the Grid Layer over on top of the Map layer.

Now go to Select » Inverse, to inverse the selection, then hit DELETE to delete everything outside of the globe on the grid layer, do the same thing for the map layer.

Now set the Grid layer's blending mode to "Overlay",
and set the map layer's blending mode to "Color Dodge"