Photoshop Premier Pro can't find my files

Hi folks,

Im using Photoshop Premiere Pro,

It can't see files (DNG, mp4, jpg, nothing) unless I move the file to my desktop.

I can't even save the files in another file on my desktop. They have to be on my desktop first, only then will Photoshop PP see the file and allow me to import it. It's very frustrating! 

Is there any way to fix this?

Dell CPU running windows 10.