It is a different type of product and work flow. There is not "camera raw" it just imports the images and you have all the mostly used photography tools. Many like me, barely use photoshop anymore as Lightroom does 90-100% of the work that needs to be done. (depending on the type of work it is of course.) The nice thing about LR is that you can choose to edit the photo in photoshop once you have it where you are ready for big heavy lifting.

You should try it to see what you think.

To your original post - you need to do all raw edits in NX2 if you work in that work flow.

Is there anything lightroom can do that you dont with camera raw + photoshop?

Just a Thought
Use Lightroom rather than Capture
As they are both Adobe products, they will integrate seamlessly
you can download a free trial for 30 days

But then I cant access the things like exposure controls in camera raw.

Save as a TIFF from NX2. Import that into PS.

<insert gory details here>

Capture and View NX2 save their changes nondestructively inside the NEF file as a series of steps (instructions). You will find a basic JPG with these steps applied but that's all. The adobe or apple raw converters don't understand the Nikon (NX2) data so you start over from the raw sensor data.

See this thread for discussion on why this may or may not be a good idea

http://nikonrumors.com/forum/topic.php?id=13062

What in particular do you want to do in photoshop?

Whats the proper way of transfer images from Capture to photoshop? It is crap. I do processing
in capture. Fix exposure and lens things. Save the image as a nef. Open in photoshop 13. It does not have the changes that I have made. Im not sure if it camera raw that does not work or the nikon software. Any ideas?