I don't usually write tutorials, because a lot of the work I do doesn't lend itself well to the Step 1, Step 2, Step 3 kind of methodology.
To make the basketball, I started by creating a displacement map. A displacement map is like a 3D contour map--it's a black and white file where white means high and black means low. The basketball was light in the center and darker toward the outside.
I used this displacement map with Filter->Distort->Displace to curve the pictures. Once they had been bent, I brought them in to the image with the basketball.
I used the Pen tool to create paths around the parts of the basketball where the images should go, then used the paths to make a layer mask to cut off the parts of the image that wouldn't show.
Now comes the tricky part: Making the images look painted on to the basketball. Each image is actually in about four or five (depending on its density) layers. A layer with the image in Normal mode, but almost invisible (about 12% opaque), then a layer in Screen mode at a higher opacity, then a layer in Overlay mode at about the same opacity, then a layer in Color mode at full strength. This allows enough of the basketball's texture to show through. (The way the layers should be set up varies according to how dark the image is and how dark the underlying surface is.)
This is the same technique I used in this image:
The image here started out as a photograph of three women, and three scans of album covers. The distortion/compositing technique I used on the basketball was virtually identical to the technique I used to make the album covers appear to be painted on the women's bodies, except that the displacement map was much more difficult to create for the women (making the displacement map accounted for about half the total time I spent on this project).