There is an option to have iPhoto import all photos into iPhoto Library-- not at the mac right now, so can't look, but check in preferences. You can also set Photoshop to be your extrenal editor, so that when you open a photo to edit, it will open Photoshop, you can edit and when you save it will be put back to its rightful place in iPhoto.
When you delete a photo from iPhoto, you need to delete it from the roll/event (depending on which version of iPhoto you are using) into the trash in iPhoto, not the trash in the dock. If you use the dock trash, it will not be deleted from your library (I think). Also, if you delete it from its album, you are only deleting it from that album, not your library. You need to delete from the roll/event.
But probably the most important advice I can give you is to never go into the library in finder -- this will cause untold havoc! Lost photos, corrupt photos, etc. Do anything and everything to/with your photos from within the app itself.
