Thanks David. If there is anyone who has tried both methods and thinks one gives better results than the other, I would be interested in their opinion.
What I should have written, by the way, is "create a 50% gray (hex 808080) layer, change the Blending mode to Overlay, restore the Primary color to black (since you probably changed it when you created the gray), lower the Transparency-Alpha of the Primary or Secondary color way down (depending on whether you are burning or dodging), and paint on the new layer."
I guess what I am trying to say is that, as a newcomer to Paint.NET, one of the first questions I'm asking is, "How do I burn and dodge?" And it's unfortunate if a newcomer gets the impression that it's more complicated to do than it really is.
Mark