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1. If your dragging or placing into the image, you can go to Edit>Preferences>General and uncheck Place or Drag Raster Images as Smart Objects.
2. When using the Pen Tool enable Add to Path Area before drawing the path. You can change it after drawing the path by using the Path selection Tool.
3. If your using tabs you can select the Move Tool and drag from the document area on the screen to the other tab and the other document should reveal itself.
Another way is to right click on the layer in the layers panel, choose Duplicate Layer and then in the dialog that follows choose the document under destination.
To elaborate on point 2: Each subpath of an existing Path can individually be set to one of the behaviours by selecting it with a Paths Tool and clicking the respective button in the Options Bar (as shown by R_Kelly).
I forgot to add if you don't like the tabs or just want the interface more like cs3, you can go to Edit>Preferences>Interface and uncheck
Open Documents as Tabs and uncheck Enable Floating Document Window Docking.
Thanks a lot