Though the girl probably was placed in Photoshop, It's also possible that she was added on a 2D plane and with a poor alpha channel mask. Like what Brendan showed an example of, but with a far inferior mask channel. Whether or not the black aura is intentional or not (it isn't, btw) doesn't really matter because it looks like a mistake. The reason I say it wasn't intentional is because the light on the girl. It was taken with a point and click camera and the flash hit her pretty hard from straight on. Since that's almost certainly the case, it's logical to conclude that the photo was taken at night, possibly even indoors. If you've ever snapped a photo indoors at night with a flash, you'll find that the background is dark -- near black. When the artist encountered the hair the artist probably freaked out and decided an even black fuzz all around is better than a little around her hair. Another reason is the noticably higher jpeg compression on the girl than in the image. Sure, it's possible that different tones and values demanded it, but it looks like poor upsampling to me. Finally, the blur on her arm is plain wrong. Whoever did this doesn't know how to use alpha channels well. As for how it's done, well that's a long tutorial and it involves good photo editor skills. Search the web for tutorials on alpha channels and masks, you'll find a lot of them.