I take it that the original file is stored within the Lightroom catalogue. If so simply select the file you want to edit. Press Control (PC) Command(Mac} plus E.This will export the file to Photoshop automatically. make your adjustments and "SAVE". It will automatically rename the file with "copy" and save it in the same folder as the original and update your previews. If you then want to edit it further follow the same procedure. However Lightroom will then give you an option to continue to edit the "edited" file or edit a copy. If you think you may want to edit further save as a PSD to retain layers etc.
If on the other hand the Photoshop file is outside the Lightroom catalogue, i,e. you are importing it , you'll need to change the file name subtly , as Lightroom sees two files with the same name. Alternatively delete the original from Lightroom's catalogue ( the file itself is not deleted) and import the new one