This is a fundamental property of inks and how colors are printed, connected to how colors are handled in the different applications.
In Photoshop, to get the broadest range of shadow details, blacks and grays are built in all channels. In RGB that means they have equal or near-equal amounts of each othe the RGB components in each pixel. When converted to CMYK these colors are converted to mixes with nearly equal parts of M & Y, and slightly higher amounts of C (due to the differnces between real inks and the theorectical) and some amount of K used to replace a portion of what would otherwise be C, M, and Y. This allows the dark colors to be printed with less total ink as well as getting darker blacks than can be achieved in CMY without K or in K alone. It also helps the blacks look "black" as opposed to muddy brown which is another difference between real world inks an color theory.
If you open the Separations Preview palette in CS3 and turn on separations, as you move your cursor over areas of your photoshop images you should see varying percentages of all the CMYK colors. If you create a frame and fill it with [Black] and hover over that you'll see only 100% K in the separations. This is normal and expected, but it does throw new users for a loop sometimes. In order for your photoshop file and your ID file to match the blacks, either the photoshop file must use only the black channel in the cmyk image in those areas (not practical or realistic), or you must create a new "Rich Black" color mix in ID that matches the color in Photoshop and apply that instead of the default [Black] swatch. There's nothing wrong with this for large areas, but you generally want to avoid rich blacks for type or fine lines because it causes major registration headaches for the press operator.
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