When saving after editing in PS from LR you should save and not save as as this will causes the problem you mention, also make sure the stack with original is checked in the edit dialog prior to export to PS.
The only way to do that is to change the file format in the LR External Editor section of the preferences. That is what controls the file type, format, of the file you send to PS when you Save it in PS.
Using the Save As option to save a file sent to PS from LR to any other file format than what is specified in the External Editor section will always cause the file not to be added to the LR catalog.
Is your master photo in LR, before invoking Edit In PS, a raw file or the JPG that you're wanting to save over the top of when you save from Photoshop?
Master photos need to remain untouched so if you're starting with a JPG and using Edit In PS then you shouldn't be saving over the top of that JPG.
It's best to go ahead and save the Photoshop work as a tiff image. Then you can use the Lightroom export dialog to export JPEG images when you need them.
As a newbie, I am having trouble saving a jpeg from photoshop back into lightroom - I can 'save as' a tiff and it goes straight back to lightroom but not a jpeg
I found the jpeg in a folder on my hard drive instead of going into lightroom
If you change the file name or file format in PS for a LR 'Edit in PS' image file LR 1) deletes the original temporary file format (TIFF) and 2) assumes the Edit in PS was aborted. That's just the way it works!
However it's very simple to get the 'Save As' file back into LR. Simply right-click on the containing folder in LR's Library module and choose 'Synchronize Folder.' If your using 'Edit in PS on multiple images you can do the 'Sync' after all of them have been completed. It's faster than changing the External Editing Preferences for occasionally using JPEG file format with 'Edit in PS.' If you generally use JPEG file format then change your LR Preferences> External Editing from TIFF to JPEG and leave it that way. Just be aware that JPEG file format is lossy and image quality may degrade if you re-edit the JPEG file in PS. For files that will be edited further in LR or PS TIFF file format is a better choice. Otherwise JPEG file format will work fine for one-trip through PS.
Thanks everyone for replies, they have all been very