Photoshop CS

I have loaded the software several but still most of my filters are grayed out in the menu. What is wrong and how do I to them? There are many other commands that are grayed out also. If you have not guessed yet this is my first time using any photoshop software and I am very frustrated over the poor documentation and how to make simple things work. Also there is the note about the goodies file but I do not see it in the photoshop CS directory. Where do I find it and what do I do with it? Thanks in advance for all of the help.