I'm talking about matching the way the light looks, particularly the angle.
Time for a little lesson!
Our brain is incredible at processing what our eyes see and is able to quickly pick out from a crowd when something doesn't look right. You may have seen portraits done with a landscape in the background such as mountains, and studio looking lighting on the subject. The subject in it most likely will appear as though they aren't actually in front of the scene because of how the lighting (angle, softness .etc .etc) varies from what is behind them, though they are truly there. Our brain knows by instinct what looks natural and normal, and what doesn't, and the main thing our brain recognizes is lighting. When we see two elements in a photo with light hitting them at different angles, it seems peculiar to us. Our brain even recognizes the softness of the lighting, so when it sees a scene lit by a harsh cloudless sun, it expects to see hard shadows on subjects.
NOW! Going back to the portrait that uses different lighting on the subject from the scene. Let's use this photo as an example. http://www.flickr.com …s/kwerfeldein/2460421309/
This is a decent example of what I'm talking about. The subject is definitely in the scene physically, but the artificial lighting introduced to the shot makes him look a little floaty against the distant background, making it look a little like a backdrop. Now to completely eliminate this effect if so desired, which let's assume is your goal so that you get a realistic looking composite, you can just use the ambient light. It will instantly look like a regular old photo, where it is obvious that he is standing in the dirt field. So then how do we get your two photos to come together looking like one? With the lighting of course!
Now you might be, or might not be thinking, that the big problem was your studio lighting. If you are, you're correct. You lit the subject in a way that is extremely unlike the lighting in the photo you're trying to place her into. What you could have done is bring ONE light back as far as possible, us the bare reflector and have the light as high as necessary to achieve a lighting angle similar to that of the sun at the time. This alone will make the composite 10 times more believable. After that, it's time to add in the shadows.
There are many ways to add shadows in photoshop, and depending on how you shot, you can basically use the shadows in the actual studio shot through complicated methods of extraction, or the method I often fall back on. Manual painting. This is easiest to do when you have shot the subject with similar lighting to that of the image you're placing them in to, as the shadows in the photo can be used for reference. It may be a pain, but if you want your work to be believable, this is the step that'll take it from 10 times more believable, to 1000 times. Some quick little tips about shadows. It's always good, if possible, to have some sort of reference in the background image of what the shadows look like. Main reason for this is opacity of shadows, and the less important but still helpful, colour cast. A lot of people suggest this blending mode or that blending mode over the other for making shadows work, but in reality, just painting solid black and then lowering the layer opacity on Normal will be the most effective (multiply can be used, as the results will be literally identical.) Adding in shadows is not easy, and takes a lot of practice and thought. However when beginning, you can be very approximate with your shadows (more so if there's soft lighting) just so they're at least there.
And the final touch, light bouncing. I'm not talking about bouncing light with a reflector or anything, I'm talking about how light works. Light bounces off everything. EVERYTHING. Your skin, paper, a tree, waffles, and relative to this scenario, grass. With the light bouncing off all these things, the colour of said light is changed too. So when light bounces off the grass, it becomes green, casting a subtle green under glow to things on the grass. This is the last step. In this case, if the girl were actually on the field, the grass would be casting a bit of green to her legs and the bottom of the ball .etc. So add that in! On a new layer just paint over the areas you believe would have the colour cast on them, and set the blending mode to Colour ("Color" I suppose, I'm Canadian, different spellings and what-not.). Then to adjust how much it affects the image turn down the fill slider, NOT the opacity slider (Bonus tip at the end*). once you've got this all sorted out everything should look far better.
Now about where you're at right now. It's good to see you were able to borrow some from her other shoe to complete the cut off one. However at this time the photoshop filters need to go. When compositing, technique comes first and then "creativity" second. Drop all of the processing and effects until you get it looking realistic, and then you can pile on however many tacky filters your heart desires. Until then, try and get something real looking.
*BONUS:WORKING WITH BLENDING MODES. The majority of the blending modes deal with the relations of darkness and lightness of pixels (obviously it gets more complex than that, but we're speaking generally). We'll use Multiply as an example. It works by treating the brightness of a pixel as it's opacity (with black being %100 opaque and white being %0). With multiply is a group of other blending modes, Colour Burn and Linear burn to name a couple, which blend the pixels differently, but the general difference is that they treat the colour differently (you can find specific info on each one in tutorials). However the effects they have may be a bit to heavy for you. So your natural move is to lower the opacity of the layer. WRONG. Think of it this way.
The content of the layer itself exists before everything else, and is there. Photoshop then takes that content and run it through it's blending mode, and then it applies it into the document. The way the Opacity and Fill slider differ, is at what point in this process it changes things. Fill is short for Fill Opacity, the fill being of course the actual content in the layer. This slider changes the content BEFORE it goes through the blending mode. The Opacity slider changes the opacity of the layer AFTER everything has been done. So to preserve the effects of a blending mode, but to tone it down a bit, lower the Fill slider NOT the Opacity slider.
That was a lot of writing, and I'm far too tired to revise it right now for grammatical errors. I hope I was clear enough and that you get something good out of what I've said. It's a long road, but you'll get there.