Are the images you are trying to edit Smart previews? You can't do that. It's necessary to have the master images in order to go from Lightroom to Photoshop.
So I've finally got it to work. Lightroom wasn't able to located the original source files. Not sure exactly what I did but I pretty much let Lightroom know where my .DNG files were.
There are reasons for this to happen. Especially if you are on Windows and use external drives for your pictures, as Windows tends to reallocate drive letters when the old one is currently in use. I allocate therefore a quite high letter for my Photodisk, to avoid having to tell Lightroom about my picture location.
Other reasons are to rename directories behind the back of Lightroom. Lightroom does not like you to do that, because it does not keep the pictures in its database, but only references to them. You see a visual clue on the picture icon if the picture is offline.
(BTW: mark JIm's answer correct, so that the questionn appears answered).