Opening files from dialog box

This may be a stupid question, but it's another thing I've done in the PC world for years, and never needed to do on my personal Mac, but now would like to do now that I have an iMac at work.
So, here's the situation. When I was using InDesign on my PC to say "place" a photo, I could always do a right click the file, and do an "open with" to open the file in Photoshop, save my changes, then continue on with my "place" of the photo. This doesn't seem possible (and I haven't found an option in preferences). I'm not talking about the right click. Of course I am able to right click. But right clicking in this instance does nothing. I can drag the file down to the dock to open it with Photoshop, which is "OK" but takes slightly more time, and I also have to go back a level in either Finder or the dialog box, or I am not allowed to save in Photoshop because of "unexpected end-of-file" due to the thumbnail apparently.
If there's a way to change this, let me know. If not, I'm sure I'll get used to it, but right now I'm finding it a little less efficient than my old method. Also, this is just one circumstance, it's not ONLY a InDesign thing, or a "place" thing. I just find sometimes it's easier and faster to do two things at once in a dialog box, rather than doing each thing separately.

Pretty much. Normally it's more of a File--> Place and then I want to Open with-->Photoshop. But there are also times when I want to File-->Open in Adobe and might want to also Open a different file in the same folder with another program (such as Word). Because normally when I'm working in a program, I'm using multiple files within a folder for whatever document I'm working on. Therefore it's quicker to do both at the same time, rather than doing them separately.
The main (but not only) time I want to do this is in InDesign. We are a newspaper, and I do a lot of ads, and photo editing. Say I want to "place" a photo into an ad, or into our news layout. Well, a plain JPG straight from the camera is not optimized for newsprint. So I normally need to make it either CMYK or Grayscale, and change Levels, Crop, etc. and save as a TIFF in Photoshop before putting it in an ad or into the paper.
I know that technically the way to do this would be to either use Finder and open the file in Photoshop, and save changes, then place into the InDesign document. HOWEVER, time here is of the essence. We are 4 people doing a newspaper, and I'm the only one who does ads, and makes most photo edits. Over the course of the many many photos/artwork/etc that I place into InDesign every day, the added time of opening before placing adds up. It saves time to Place-->Open with "Photoshop", make changes, save and then select the file for placement in InDesign with the box that I already have open.
Perhaps this doesn't make sense, or perhaps I only think it saves me time...but I'm pretty sure it does save me time, as a step is cut out of the process. Or perhaps there is a better way to do this in OSX, and I'm just used to doing my newspaper work on Windows 7, and therefore not thinking correctly.
Keep in mind I sold my boss on finally getting me a Mac because I told him I'd likely be more productive. So I'm just hoping not to lose a "shortcut."

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The dialog box open twice when open file from the server

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Opening files from dialog box

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