There’s tons of ways doing things in Adobe software and sometimes it’s just hard to find the answer to most basic question. Here’s a tip for users who may be as stupid as I am and have a hard time figuring out how to enable the grey background in Photoshop instead looking the desktop all the time in that disturbing transparent background.
It’s not in the program settings as where I have been trying to find it, and it’s not the F option either (if you want to work with multiple images). It’s in Window menu and the option is called “Application frame”. Just enable it and there you go.

thanks a bunch. been bothering me for a while.
I had a feeling that I’m not the only one
Awesome tip. I’d been tearing my hair out about that one.
OMG, Thanks a lot!!!! I’ve been searching for answer for hours now