Hi Mody,
I am new here and saw your post - thought I would recommend a few things since I don't detect a clear answer below to give you enough direction. First, go to that page link you send and right click -- view background image. That will tell you a lot. The image I am seeing is an entire block of a graphic made in an editing program such as Photoshop.
If you want to get the background to have that "shadow" effect to when you set it on a black background and it appears "seamless", (which is what I think you are hoping to achieve), you may want to try a few things.
If you have CS3 - you can simply make a graphic and choose Vignette from the FILTERS/LENS CORRECTIONn option in the tool bar. Drag the Vignette Amount to the left and the Midpoint to the Right. And hit OK. This should give you a nice black shadow on the edges.
If you have earlier versions. Create a new layer, fill it black. Select the elliptical marquee tool and give it a 100 px feather and draw an oval in the black layer. Now go to SELECT/INVERSE and hit delete. This should feather the vignette look. Change the BLENDING mode for that layer to Saturation and that might be enough. But experiment with this.
Let me know if this is the directed answer to your concern.
-Awakening