gradient fill

I am trying to make a rounded corner frame, sides about an inch wide, with a black gradient fill that fades onto the inner edges of the frame. This may be a bit hard to visualize, but I can post an example, if someone will tell me how to post photos.
I can do the frame with rounded corners; just can't get the gradient to fade out onto all sides of the frame. Gradients have always given me trouble anyway, so I will likely need pretty detailed instructions.
Thanks for any help.

To post an image: Use a site such as http://www.imageshack.us/ to upload your image, and copy the direct link. Click the little picture icon in the message window and paste the link into the url box.

Sounds easy enough, if I understand correctly. Make a new layer in your layer palette, and label it "Border." Pull out guides to mark how you want your border to look - both outer and inner edges. Then use the rounded corner marqee to draw out the outer edge of the border. With the "marching ants" still active, select the radial gradient tool, and fill the selection with your gradient - black outside, white inside. Deselect by hitting Cmd/Cntl + D. Staying on the same layer, go back and select your rounded corner marquee tool, and this time draw your marquee to follow the inside guidelines for your border. Then hit delete. If the gradient doesn't quite look right, then Cmd+click on the "Border" layer to reselect it, and mess around with the length of your gradient line until you get what you want. Hope this helps.

Hawkeye, here is my attempt to post the image at imageshack. Don't know if I did it right.
Raijer, haven't got around to trying your suggestion. Will try to do it before the day is over.
Thanks to both of you for your help thus far.

I don't see anything.

Perhaps I got it right this time?

Don't know what I'm doing wrong with this URL thing. I now have it pasted into this reply and the bracketed IMG is at each end, but when I click submit, only a little box with a red X shows up on the page.

Guess I'm just too dumb to be helped. This was not a very important project, just something I wanted to learn, but it's not worth wasting not only lots of my own time and effort, but that of several others also. Thanks to everyone for trying, though.

You can type the image tags manually into your response and then paste in the link. Type at the end. Make certain you are copying the direct link as I showed you in my prior post.

Click the advanced button then you can use the preview button to see if you've done it correctly.

Finally seems to have worked. It was not the direct link that I was copying.
As stated in first post, I know how to make the frame part, I just can't figure out how to do the central fill with the edges fading onto the frame.
Thanks for not giving up on me, Hawkeye.