Object appear in the distance

I was wondering how to make an effect where I have an object and it looks like it is in the distance. How would I do something like that. Thanks for the help so much

Nick,
Unless you can be more specific, this seems to have less to do with Photoshop than it does with composition. I hope this helps:
Put farther away objects higher up in the picture plane. Have closer objects overlap those farther away. Scale down far objects. I'd use the Gaussian Blur to blur those objects you want to seem farther. I'd also desaturate and lighten them a little with the Hue/Saturation command.