Currently Being ModeratedMay 20, 2012 1:36 PM (in response to pblfmaxandre)
When you import a PSD, you need to click on it from the File Browser and *drag* it into your project (on the canvas is easiest, or into the layers pane.) Hold the mouse button down until a popup menu appears. You will be offered the choice of any of the individual PSD layers (with Choose Layer if you have a lot of layers) OR to import all layers OR import merged.
If you have layer styles in PS, you'll need to rasterize those layers first (or just convert them to Smart Objects.)