I learned this the hard way, so hopefully this will save you the trouble. When you export a file from LR, it creates a copy, and tracks that file in LR. So as long as you simply SAVE the file with its changes in PS, and do not SAVE AS..., you will be fine. The file will appear in LR, and if you have the option ticked, it will be stacked with the original from whence it was created.
So... avoid SAVE AS at all costs. If you've already done it, you will need to manually import those files you have created into LR.
I hope that helps.