Since the the PSDX-Plugin installer does not support PSE you can use PS Touch option to "Share"/ and then choose PSD via Dropbox for example.
Hope that helps.
in addition to the helpful advice above, you can also view out Getting Started pod, under Saving and Sharing. There you can find a example on how to save a file as a PSD to use on your desktop.
Please let us know if you have any further questions,