Welcome to the forum.
What Adobe programs/suites are you using, and on what OS, please?
You mention Photoshop, but have posted to the Premiere Pro Forum, so it might be necessary to ask what you are doing in Premiere Pro, that involves Photoshop. There are operations that can link between those two programs, but we probably need to know what you are doing, or attempting to do, when you get your request to link dialog screen. More info, the better.