When you know that you are going to want to open several files into a single document AND convert those images into a “stack”, select File > Scripts > Load Files into Stack. This command is different than Opening Files into Layers as it is designed to allow working with images that need to have math applied to several images as one unit. For example, Stacks are useful when trying to eliminate noise from multiple exposures of the same scene by averaging the images (layers), or when using multiple exposures of the same scene shot with varying depth of fields so that the focus can be extended. In the Stacks dialog, browse to locate the desired files and select “Attempt to Automatically Align Source Images” (if they were not shot on a tripod) and “Create a Smart Object After Loading Layers” so that Stack Modes such as Median or Mean can be applied (Layers > Smart Objects > Stack Mode…).
