There are several ways to open multiple photographs into a single Photoshop document:
• From Bridge – select multiple photographs and choose Tools > Photoshop > Load Files into Photoshop Layers.
• From Photoshop – select File > Scripts > Load Files into Stack. Note: you can also choose to create a Smart Object out of the Stack – but this converts all layers into a single Smart Object, not each one individually.
• From Lightroom – select multiple photographs and choose Photo > Edit In > Open As Layers in Photoshop.

Hi Julieanne,
I need to open several illustrator eps’ into one layered psd file, but when I do this using the tool option in Bridge CS6 or Photoshop CS6 the images are pixelated. They are not pixelated if I open them individually in Photoshop. Can you tell me why I’m getting pixelated images when I use the Bridge or Photoshop load tools? It would speed things up if I could get a good quality psd.
I would try using the Place command – that should bring in your AI artwork as a smart object so that you can resize it nondestructively.