There are a few things you need to know if you want to change a vector into a smart object in Photoshop. First, make sure that the vector is open in Photoshop. Second, select the Vector tool and click on the black arrow at the bottom of the tool palette. Third, click on the white arrow next to the Vector tool and drag it to the right so that it becomes a marquee selection. Finally, click on OK to close out of Photoshop and return to your vector document.