You can create a vignette using either a layer mask or a feathered and inversed selection. In this before and after, I turned the tower guardsman into a vignette with a colored background by selecting a yellow from the image as my background color when I deleted the background area around the guard. (Download the original by clicking to enlarge the image and then saving it to your hard drive.)

Before     After

In this before and after, I selected the baby and then replaced the background behind her with a lot of filters. If you look carefully, you'll see that the filters have actually been blended into the original background.

  Before    After

Can you select the black areas of the the image below? Download the image by clicking on the thumbnail and then right-clicking (or control-clicking on the Mac) on the large image that appears.