Vignettes on photographs (DX lens on SLRs)?

I've been told that Nikkor DX lenses will create vignettes when used on a 35mm SLR camera. I just bought a Nikon F5 (with a lens included), but I've tried a couple DX lenses on this camera, and yet, I don't see vignettes through the view finder except on extreme close ups.

So far, I haven't use the camera (with film). Could it be possible that the vignettes come out on the photographs once they're developed even if I don't see them through the view finder?

Please advise…

Added (1). Correction: I only see the vignettes on low focal length (e.i. 18mm) vs. 55+ mm.

They will have a vignette, using a smaller aperture will show it most, you'll also find that 'flat field' (the focus being maintained from corner to corner) will disappear too.

"I've tried a couple DX lenses on this camera, and yet, I don't see vignettes through the view finder."

Most film SLR cameras have a magnification factor that will reduce the vignette in the viewfinder. However, after developing you will likely see the image circle on the actual film frame.