Rather than mucking around with the refine edge tool, I usually just paint in the mask channel using a soft edged brush. Where you paint white you see the image, where you paint black you don't. Levels of grey in between give varying levels of opacity. So in the moon shot I would click the little mask icon in the layers tool pallet, thats the one with the little circle in the rectangular box, to activate the mask. This will also make the layer channel active. Then with the paint bucket tool I would fill the sky area with black. Just make sure the contiguous box is checked in the paint bucket tool. I would set the levels to about 50 or so. This will mask out most of the sky, you just need to go around the edge of the moon with a soft brush. I have to say I do use a pen tablet to paint in PS, as this also has pressure sensitivity. On something simple edged like the moon the whole process would take no more than a couple of minuets, if that. I find this method useful especially on complex shaped subjects, as you are effectively adjusting the level of feathering to suit each part of the subject individually.
I often use it to put some colour in the sky with aviation shots, as then I can add a gradient to the sky which looks more natural. Also for that I use the blend mode darken, which allows some of the detail from the underlying layer to show through.
Alan
