"Open with" or "Always open with" Options Not Available

I'm trying to set file types to open in particular programs. For instance when I click on a .jpeg file type I want it to open in PhotoShop not the default Preview. I have researched several solutions online with older Mac hardware and OS dists but they don't apply as I don't have the same options they speak of in their instructions.

For example, if I right click on a program and go to the "Get info" dialog there is supposed to be an option (clicking on one of the little grey triangles) labeled "Open with" that offers a drop down menu that will allow you to select the default program you want to open that particular file extension with. That option is not there in the "Get info" dialog box. I have also tried opening a program then while it is open open "Finder" and select the "Open with" or "Always open with" in the "File" drop down menu, but those options are greyed out.

There were some tutorials about running some scripts or getting into the registry, but it doesn't seem to me that should be necessary. Especially since I just paid about two grand for my shiny new Mac having been a Windows users for years. I should also note I just upgraded from Yosemite to El Capitan.

Help would be duly noted and appreciated. Thanks.