For the above image I managed to create a shallow DOF using a Canon EOS 400D DSLR with the following settings: 1/500 sec, F5.6.
I then reset the camera to 1/160 sec, F36 and was able to create this image:
As you can see, the difference between the two images is the background. The lower F-stop creates the shallow DOF, giving the blurred background effect. The higher F-stop creates the greater DOF, keeping everything in focus.
I wasn't concerned with lighting or composition for this experiment, I simply wanted to learn how to select the correct settings on the camera in order to get both of the DOF effects.
I also practised getting a shallow DOF indoors with a simple house plant. Settings used; Manual, F5.6, 1/60 sec, ISO 1600, no flash (natural light from a nearby window), AWB.