For the past weeks I've been fooling aroudn photshop and for the life of me I can't seem to get this to work

.
I figuired out how to put a nice border around the pictures along with the copy right text but what I'd like to do is "feather" the background and I haven't been able to figuire this out
I kid you not I've spent weeks trying to figuire out how to do it but nothing

I've Googled the bloody thing

and nothing

actually by Googeling I found out some wicked tips

but the "feathering" affect is what's missing.
When I say "feathering" perhaps I'm not using the appropriate terminology but here is an example of what I'm after...this picture comes from Clark from Polished Blissed UK...wicked detailer by the way
Do you see what I mean, see the nice border around the picture but it's not a standard border it has a nice "feather" effect to it.
Any help would be very much appreciated.