So far, everything looks correct.  Keep in mind, IBL is an ambient filler light, it will lighten shadows in your render depending on it's intensity.  I have not tested any of these scenarios using IDL in PP2010.  Technically, it would require more work because a soft lighting skydome would be need to be introduced, and IBL totally eliminated from the final render.  There may be several other factors to consider in that final setup. 

In photoshop, change the Custom 3 layer's normal setting to multiply.  It will merge with the background layer better and darken those shadowed areas.