How can I make a realistic looking vignette in photoshop cs?

I have used about five different instructions on making vignettes that I have found but none of them have turned out the way that I want them to. I want a subtle vignette around the picture that is slightly transparent but still is black(2 of my previous turned out grey when I changed the transparancy) Can anyone help me with this? I have CS2. Thanks!
Also, if anyone has links to instructions that would be great...some of the ones I used werent for the version of photoshop i have and they didnt have some of the places that they said to click...
Dylan- Your technique worked pretty good, but it didn't always turn the border black, and some of the times that it did it changed some of the other colors to look like flourescent. Anyone have any other ways or a way to make that not happen?
 
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