Open up your picture in Photofiltre and select the Selection tool. Put it on the ellipse setting. Make a selection where ever you want the speech bubble to go.
Right-click over your selection and choose Stroke and Fill. Make you settings like mine:
My picture looks like this so far:
Take the selection tool again but on the polygon setting and make a “tail” like mine:
Repeat Step 2.
Now the part where there is black in the speech bubble, white it out with the paint brush tool.
Now if you want a drop shadow on your bubble take the magic wand tool and click on the speech bubble so that it is selected. Go to Filter >> Stylize >> Drop Shadow and make your settings like mine:
And if you want a shadow inside go to Filter >> Stylize >> Progressive Contour and make your settings like mine.