Applications opening with a frame and no centre

I have just moved to a iMac from a PC, when I open some of my new Mac applications like Photoshop or Nikon Capture NX2 I get a framed border with the desktop wallpaper still showing.

The applications are already opened in full screen, it is just that there is a gap in the middle that is the desktop, the application is a frame around the edge of the screen. When you open up a picture it is there but with the desktop showing around it, if you click on the wrong bit the application minimises back to the desktop. Photomatix, NX2 and Photoshop CS5 does it, Lightroom 4, Aperture and Photoshop CS6 do not. I find this really annoying and want them all to open up as a full window with no background showing. Can I do this?