SHORTCUT DISCUSSED :
CLICK (DON'T HOLD) CTRL + LEFT MOUSE BUTTON TO SELECT THE LAYER OF THE IMAGE YOUR POINTING TO
OTHER IMPORTANT POINTS MENTIONED :
MAKE SURE YOU'RE DOUBLE CLICKING THE SMALL BOX IN THE LAYER TO OPEN UP THE IMAGE (SMART OBJECT)
DO NOT CLICK IN THE OUTSIDE AREA
(THAT WILL ONLY OPEN UP THE LAYER STYLE BOX)