?how do I take two different photoshop images and put them into layers?

Jeesh, I did this a few months ago and now I can't remember how to do it. For instance, if I go to Lightroom and take an image from one folder and toss it into CS5 and then decide while I'm working on it, boy, I'd like a different sky, so I go back to lightroom, go to my sky folder, pick a photo, toss it into CS5...

So now I've got two pictures open in photoshop, and I want to put them into one picture with one picture on one layer and the other picture on the other layer. HOW DO I DO THAT?
Thanks,
Dummy Steve