Create three layers.
A black background layer. (Bottom)
A gradient layer. (Middle)
A Africa shape layer. (Top)
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Should look like this.....
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Next, highlight your Gradient layer.
Cmd/Cntrl + Click the Africa Shape layers thumbnail.
You should have a selection that looks like this....
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Next, go to SELECT > MODIFY > EXPAND
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Expand your selection by 22 pixels. (You might have to experiment with this step)
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Next, go back to SELECT > MODIFY > FEATHER
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Feather your selection by 8 pixels. ( Again, you may have to experiment with this setting)
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Next, go to your 'Add Layer/Vector Mask' icon located at the bottom left of your layers panel and click.
This will add a layer mask to the gradient layer we highlighted earlier.
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You should have something looking like this.......
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