Shadow/Gradient Fade to Transparent Effect

Hello. I am using PS CS3 on MAC and I am trying to create the inner shadow gradient fade to transparent show in the sidebar of this webpage: <http://kinoma.com/about/>

First, I create a rectangle with linear gradient fill that fades to transparent. Then I create an inner shadow on the left of the sidebar. I'm stuck on what to do next. How do I fade the entire sidebar to transparent on different sides? Thanks.

Black to transparent gradient from left to right (then reduce opacity), then make a layer mask and make a gradient from top to bottom that's black to white to black.

J