What is the image number of the image you downloaded. None of them should be Photoshop files. You do not need Photoshop or any Adobe products to use stock unless you have downloaded an .ai image, the you will need Illustrator or Illustrator compatible program.
To Download the image properly use the guide in this post: I've downloaded my 10 free images and they all have the Adobe watermark on them, so I can't use them. Why do they have a watermark on them?