Changing how Photoshop opens new images
There was a significant change to the *default* way Photoshop handles the loading of multiple images. When you bring more than one image into Photoshop it loads them into tabs,. Usually we love tabs, especially tabbed web-browsing. But depending on your image-editing workflow, you may find tabs get in your way. In the following (not uncommon) scenario, loading multiple images into tabs can actually reduce usability. When I load more than one image into Photoshop I usually open *two* images, with the intent of making a composite. With the default tabbed behavior, I have to "tear" the second tab out and then drag the second image into the first (and then close the second image). This gets tiresome after a while because there is a lot of unnecessary clicking and moving of windows.
What Photoshop wants you to do.
The new Photoshop ui has an "Arrange Documents" button. You can click on this button and force your open images into a specific order. It's a nifty feat of programming, but has not caught on with me personally. You need to click on the Arrange Documents button (1 click) and then choose the arrangement you want (2 clicks). Then you can click and drag one image into another 1 (3 clicks) No matter what, this method always adds an extra click.
Photoshop CS4's arrange documents feature
What you should do
Now that you know this feature exists, you can stick with it. Or, if you prefer to have new images open as separate documents (Which is the pre-CS4 method) you can change a preference so Photoshop. This can be done by choosing Preferences > Interface and then unchecking "Open Documents as Tabs" in the Panels and Documents section. Now when you open two documents, they appear as floated windows and you can simply click and drag image number 2 into window 1. (One click)