Why not create an image or a 9 Patch image and use that?
The link below has a nice guide on how to do it:
http://android.amberfog.com/?p=247
If you insist on using a Shape, try the site below (Select Android at bottom left): http://angrytools.com/gradient/
I've created a similar gradient (not exact) to the one you have at this link: http://angrytools.com/gradient/?0_6586f0,54_4B6CD6,2_D6D6D6&0_100,100_100&l_269