Oow, it was simple. I already had a pic of Pinhead - pins and all.
First I made a background with a stone texture and layerd some chains onto that.
Then I used seamless tiling in PS to mirror Pinhead's pic onto the background and found the right lighting in lighting effects in PS.
To find the lighting effects took most of the time;
I tried to lighten up Pinhead's face while keeping the background kind of dark and eerie.