ellipse tool color problem!

so i am still very new to photoshop and illustrator and i am wanting to create a logo but whenever i use the ellipse tool it is not using the color i have selected. No matter what color i change it to it will always go back to the same grey color i do not want to use. I have tried changing the fill in both panels and nothing, it will not let me change it in the color panel when i try to change it, and help or advice will be great! Thanks!