I have the german version of photoshop, so I didn't really know the english expression.
It's
"expand"!
After you added the DOF mask as an alpha channel and have clicked on "load channel as selection" you have to use your selection in the RGB image.
Now go to the "select" tab of photoshop, then "modify", then "expand" your selection by a few pixels. THEN apply the lens blur.
You'll have to try some settings. The bigger the radius of your lens blur, the more pixels you have to expand your selection.
Sorry for the confusion