Setting up a uniform workspace background for progs like Photoshop and Word

I am new to the wonderful world of Macs having been dancing with the PC devil for too long.

When using Photoshop, in the PC world, when opening any image, the background to the workspace is a uniform grey. On my shiny new Mac, the background to any workspace is transparent. What this means is that my photoshop images "float" over what ever stuff is still open on my desktop and this can be extremely distracting.

When I open Word (yes the Mac Word), I also get the same transparent background workspace.

Is there a way I can set my Mac so that when I open up Photoshop (and any other program that can have multiple objects of different sizes open at once) so that the workspace default background is some sort of uniform grey and not the clutter of the other programs that are open on my desktop?

Thanks, and sorry if this is a really obvious question.

Chris