There’s a lot of tips and tutorial out there about creating vignette effect with Photoshop on Internet and it’s a nice tutorial actually, but i will make this really simple for you guys. Ok, here we go.
Step 1
Well, you need a photo of course. First, go to the Curve menu, and drag down the diagram to make it darker.

Step 2
Now, choose the marquee tool. You can use oval or the rectangle one. Drag it to the center of your image.

Step 3
Now fill that marquee, with black. You can find it in Edit-Fill or just press Shift+F5. Choose black and then press OK.

Step 4
Ok, now the photo inside the marquee is more lighter that the outside right? To make the vignette more like natural or not much like square, use the Gaussian Blur filter on Filter-Blur-Gaussian Blur. Set the radius to 90 pixels.

Note : you have to do it all in your Curve layer, above the Background layer.
See the difference?
But i want more darker!!
That is not a problem, my kindly reader. You just duplicate the Curve layer. I copied 4 layer to make it more darker.

Okay, here’s the before and after.












