Over the last week I've been playing around with PS CS3 and I came across some really good tutorials on how to burn (darken) and dodge (lighten) parts of your digital photo, rather than darkening/lightening the whole photo.
Here a link to the website I found:
As with most things you can do in PS, there are a few ways of doing the same action. These tutorials take you through some of these different processes and leave it up to you to decide which method works best for you.
I hope it helps you as much as it has helped me!