Digitally Impaired...

I'm feeling completely ridiculous for even having to ask this, but I'm stuck.

I'm very new to the world of digital cameras and adobe software. I have very little idea what I'm doing, I pretty much just keep clicking stuff til something cool happens.

I've been told by quite a few people that saving your pictures in RAW format is like, the thing to do. Ok, sounds good! (These people take some great pictures, so I trust them.)

Well, I switched the settings on my camera to save the images RAW, I downloaded the images using Adobe Bridge. Then when I got to open them in Photoshop, they don't opne. It says "Could not complete your request because it is not a valid photoshop document."

To quote the greatest band ever, "HELP!"