CS3 Brush Settings: Please help

[Milowave]

I'll get straight to the point, How do I get to modify, adjust the basic circular brush to have "fading ends" on both sides??? Iam having a hard time figuring this out or is there suppose to be a tablet attached? What I mean by this is that whenever you select the circular brush there is a preview of the stroke and usually the middle part is solid and on both ends fades, I notice this is the usual setting for basic digital settings,

Can someone please explain step by step or better yet attach an image or something... Thanks in advance

(Like this) I keep playing around the settings but cant get it, or am I just blind or missing something..

http://ovalbrush.deviantart.com/art/Brush-Settings-90196432

[PieterV]

The fading happens when the opacity jitter in other dynamics is set to pen pressure. So you need a tablet for it to work.

[Milowave]

And so only with a tablet attached will I see on the image thumbnail/preview of the stroke with BOTH edges fading? Thank you for the response...