I'm not sure why TGA's default to paint, but it is pretty common for different image formats to open in different applications.
Try this: find a TGA file and right-click on it. Then choose "open with." Then go to the bottom of the window and select "choose default program..." Now you should be able to select Photoshop from a list of options--if it doesn't show up, don't worry; you can still browse to find it.
Once you set one TGA file to open by default in PS, then all TGA files will open in PS from then on.