Kim, create a duplicate layer in PS, click on the gradient tool. I use black as the foreground color. Once you select the gradient tool, click right under the menu bar to edit the gradient, and choose foreground to transparent. Just right of that option, I select the linear gradient option.
Now just add your gradients where you care to. You can change the opacity of the 2nd layer to a value which pleases you.
I posted my comment at the same time that Arthur was posting his with the other picture. After seeing both so close to each other, I agree that the other shot has nicer separation and feel.
Personally, I like the other one better. In this image, there isn't enough separation between the model and the background for me. I am a big fan of soft focus like this, but again, I think you did a better job with the lighting on the previous BW image.
Looks great... the soft effect with those big eyes.. really works here. Was the vingetting on the corners on purpose? It draws my eyes straight to the subject. Do you mind sharing how you used PS to achieve the soft effect?