What photoshop is good to get for me?

I have Adobe Photoshop Elements 9 right now. And i've been using it for a couple years now. And i just don't like it. It's not that i can't figure out how to use it, it's that everything i want to do on it, doesn't work. For example, i have to convert all my raw files to.dng files because my photoshop doesn't support the Nikon RAW file (.nef)… And also what is really bothering me is the fact that i can't find my "actions tab".
I watch lots of photoshop tutorials and i have seen in alot of them that they have an action tab AND I Can't FIND MINE WHAT So EVER. I looked through everything in my photoshop and can't find it. So now i can't download any actions/effects (correct me if i'm wrong, but actions are effects right?)
BUT even IF i had my actions tab, evertime i try and download effects, it can never support the file. I looked deeper into my computer and found that it only supports.8BF files. And i can't find anything with that file type. I don't know if it's that i don't know what i'm doing, (i've only been using photoshop for like 2 years and i'm also inly 16… ) or if it's that my photoshop is just dumb. Or maybe it's my computer…
I don't know, so i guess i'm asking, should i get a new photoshop and what do you suggest i get? OR, if i've been missing something what am i doing wrong?

.nef files are supported, make sure your have the latest Camera Raw update installed.

Camera raw 7.4 is the latest raw processing software from adobe. It would only work with CS6 or Lightroom.
Download trial version of lightroom and see if it suits your needs.

"or if it's that my photoshop is just dumb."

Nope, it is not your photoshop that is dumb.