This method of adding slightly darker edges to the photo has one distinct advantage and that is the ability to easily change the settings to try other effectsor even copy the effect to another photo.
Here's the photo I'm going to start with for this example.
Click on the Create New Adjustment Layer icon at the bottom of the Layers palette, and add a Levels adjustment layer from the pop-up menu. Pull the black Input Levels slider almost all the way to the right to darken the image. If some of the outer edges are still visible, you can also drag the white Output Levels slider to the left. (Don't worry too much about the center portion of the photo, since you'll be eliminating the effect from this area in a later step.)
Using the Rectangular Marquee tool (M), make a selection that leaves a slight border around the image. Press D, then X to set the Foreground color to black, and then press Option-Delete (PC: Alt-Backspace) to fill the adjustment layer's layer mask with black. (At this point, the edges will be very sharp.)
Press Command-D (PC: Control-D) to Deselect your rectangle, and then from the Filter menu choose Blur>Gaussian Blur. Take advantage of the preview window in the filter dialog to determine how much you want to blur the layer mask.
If necessary, lower the Opacity of the adjustment layer to make the effect more subtle. You can also double-click on the Levels thumbnail to tweak the settings and change the effect of the burned-in edges.
Along with the flexibility of editing the adjustment layer, one of the advantages of this technique is the ability to resize the layer mask using Free Transform, and to drag-anddrop the adjustment layer from one image to another as shown here.
It's also possible to achieve a similar result using a Curves adjustment layer. Drag the top-right point of the curve well down the right-hand side of the grid until the Output setting is in the 5070 range. Then follow Steps Two to Four to mask out the effects of the adjustment layer from the center of the photo.