Layers
Scooter, I'm as close to being an expert as I am to living in the Oort Belt. But one of my favorite ways to do gradients is to pick a shape (usually an elipse) that covers the area I want to shade, paint the elipse black, then do a gradient of transparency: often 50% transparent center fading to 100% transparent outside. It is then placed OVER the picture, so the picture shows through the shadow you have created.
This is very pedestrian, but it's easy and it works.
I hope someone who is quite adept steps up to the plate and tells you a better way.
--WB