Spider In Spiderweb

Start by drawing a shape of spider using pen tool. Follow the steps using images below.

Create body of the spider.

Now we'll create a spider web. Select polygen tool with the settings shown.
Create a polygen surrounding the spider.
Duplicate the path and scale it down.
Similarly duplicate more polygens with decreasing shape area.
Select brush tool and enable a 2 pixel solid brush. In path window click on apply stroke path with brush.
Join the edges of polygens using line tool.
Select all the web layers and press Ctrl+E to merge.
From filter menu select distort>>spherize.
Apply settings as shown.
Scale down the spider according to the web.
Apply a nice gradient to the background.