But you could use this tutorial HERE if you prefer this kind of effect - BOTH use LAYER MASKS and the GAUSSIAN BLUR filter
Alternatively, you could open the photo, select 'Filters' from the main, top menu and choose 'Lens Correction'. Switch to CUSTOM
Next choose 'Vignette', drag the slider to DARKEN and save. Repeat until desired effect is achieved.
If none of these help ou, try googling 'Vignette Photoshop' and you will see plenty of videos and tutorials explaining how to create this effect. If you get stuck, ask :)