They are different versions of different applications, the result and functionality is
identical
in both. There is no difference in the screen shots except an insignificantly minor cosmetic one, caused by the fact that the Illustrator screen shot is from an older version (10.0.3) while the Photoshop screen shot is the current version (11, "CS4")
Whatever version of whatever Adobe application you have will give you exactly what you describe.
Bottom line, you can't change it.
(Please don't double post or cross post.)