It is great that you want to install linux.
For a beginner I would recommend that you go with something easy to install and step up like Ubuntu. http://www.ubuntu.com
This has the best forum of pure geniuses and others that know everything about the OS, as well as other great documentation. Another reason that you might like it is that it is very similar to window is it's desktop set up.
As for your other question about Photoshop. Photoshop hasn't been ported to linux yet, There are many other free programs that you can get from places like http://www.Sourceforge.net
. There are ways to run Photoshop, but they are with emulators like wine and crossover. There isn't an Install shield for linux per say. Ubuntu has its own software that acts like Install shield.
I hope that this answers some of your questions, if you have any more just ask and i will try to help as best I can.