When I got home I looked at the node setups I had, both techniques of creating the vignette, other than changing the ellipse mask node from multiply as Andrew has it to Add (the only way it works, at least in 2.68a) I could see nothing technically wrong with the node setup. Then I used the image files I ‘Normally’ use, the multilayer .exr files and it worked! Note to self; use multilayer .exr files for your compositing and use the .png or .jpg files for your final images.

Final image (Black & White was nice as well)