Photoshop: How to constrain a gradient?

I have seen probably hundreds of photoshop tutorials, but none of them work. It seems either my version is different, or I am doing something wrong.

E.g. creating a gradient in a a shape, vs creating a gradient which fills most of the image.

The tutorials say this:

1) create a new layer

2) draw a shape (e.g. elipse) with the Marque tool

3) select the gradient tool.

4) drag a line within the circle.

What I expected was that the gradient fill the elipse only.  What actualy happens is the gradient ignores the marque selection, and fills a much larger area.

If I undo the marquee tool, so back to just my eliptical selection, and try to make a mask out of the selection, but clicking on the mask icon in the layers thing in the bottom right, it creates a mask from the shape produced by the gradient, which isnt visible or active.

Any ideas?

OK, found the solution, but you cant delete posts unfortunately.