Frequency dependant damping of discrete time domain signal

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Hi all.
I have a measured signal of which I wish to damp certain frequencies with a certain damping factor. I have no idea how to do this. If I have a function that gives the relationship between the damping factor vs. frequency say G(f) how do I apply this?
My train of thought was to do a fourier transform on the time signal and then multiply the frequency spectra with G(f) and to convert it back to the time domain using inverse fourier transform. Is it as simple as that or am I completely off track?
Any advise welcome.
Regards.
Barend.

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