Check this screengrab out. That little box bottom right that says "adjustment layer" ? That's Premiere Pro. Sitting there on top of my Photoshop window, not moving and unaffected by anything I do in Photoshop. I was able to work on my artwork in Photoshop with that Premiere Pro info box just sitting there on top. Didn't go away until I went back to Premiere Pro, when it simply disappeared.