Photoshop CS4 Help: Why is the gray background transparent?

unk

New member
I just got Photoshop CS4, and it's great but the standard gray background isn't there; it's transparent. So I can see other open applications even though I'm working in Photoshop. It's annoying and distracting.

Here's a screenshot to show what I mean

http://i18.photobucket.com/albums/b140/gold_silk/Screenshot2010-08-20at54726PM.png

The background is currently the Yahoo!Answers page, but it can be whatever application is open. I can scroll through the webpage while I'm still in Photoshop. How do I get rid of this and make it the standard gray background we all know and love?
I also blacked out the tabs on the top of the page. Kind of trivial, but I figured that should be private.
 
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