ADDING LAYERS TO PHOTOS IN CS5?

I'm working in CS5 and none of the earlier solutions for inserting photos into layers is working for me. (I am a Photoshop beginner, obviously.) When I try to open multiple pix, they open in separate files. No matter how much I try to drag and drop or copy and paste, each image remains in its own distinct file. Earlier answers for CS2, 3 or 4 suggested these solutions, but for whatever reason, they're not working for me. I've Googled until I'm blue in the face and I'm not finding answers in any of the online tutorials, either--all of which deal with fancy effects but ignore the basic how-to's. I'm ready to tear out my hair!