Basic Shadow/Brush Question

Hey, this is pretty basic question, and any help would be awesome.

I've been working through the tutorial at http://net.tutsplus.com/tutorials/html-css-techniques/design-a-beautiful-website -from-scratch/ ...Part of the tutorial involves creating a shadow effect behind one of the tabs, and I'm having problems doing this.

At Step 24 of the tutorial it tells you to add a grey rectangle behind the tabs. Then it says, in order to create a shadow effect out of this rectangle, you "Set the color to black, pick a large soft brush, and start deleting parts of the rectangle."

However, whenever I try and do this it just makes the dark rectangle darker instead of creating the nice shadow effect that they have (below are images from their website, that show what I'm trying to do):

to

If anyone could explain what part of the process I am missing here, I would greatly appreciate the help.

What you need to do is create a layer mask, and in the layer mask, start to paint over with the Black brush which will in turn hide the areas painted with black...

Or you could make a new layer, take a soft black brush whith low opacity and try to create the shadow..