You can simply double-click on one document and choose 'Open in Photoshop'. The 7.0.1 update fixes this big problem by opening multiple documents in one application.

Previously, if you wanted to open multiple PSD files in Photoshop, you had to either go into the main palette, select 'Window' and select 'Edit', or right-click on an existing file and select 'Open'. One of the best things that Adobe Photoshop has introduced recently is the option to edit PSD files directly in Adobe Photoshop. The new features stretch a wide range of different apps, from Adobe Illustrator and Adobe Elements tutorials and tools to Adobe Photoshop, the most popular photo editing software on Mac OS X. In October, Adobe released a big update to its popular Photoshop CS6, upgrading the software with a host of new goodies. After so many wait-weeks, Adobe is finally bringing its powerful graphic editing software back to the market. Adobe Photoshop has been around since Photoshop first hit the market way back in 1990 and it still remains one of the most popular editing software for computer users.