How did he do this?

Anyone who has an idea how this is done?:

http://www.alexdg.com/

Please let me know.

Looks like 3 elipses, some gradient masking and a little airbrushing.

OH yah and some text.

an easy way(wont be exact)
Try tinkering with setting up the 3 "circles" and making them like you want....merge them to one layer and make a selection that ends about where you want the circles to start fading and then click the quickmask button on the bottom of the layers pallet.

as for the glowing cross/x or whatever....an airbrush set to something like "exclusion" "color dodge" or something like that should do it....
of course you could just airbrush white on black and then in the levels pallet take the contrast WAYY up.